+556.1%
TMO vs ESI
+226.4%
+329.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.9% |
| 7D | +0.4% | +5.4% | -5.0% | -0.7% |
| 30D | +1.5% | -4.2% | +5.7% | +2.3% |
| 3M | +28.5% | -9.6% | +38.1% | +30.1% |
| 6M | +20.4% | +18.3% | +2.0% | +13.7% |
| YTD | +4.3% | +45.8% | -41.6% | -6.2% |
| 1Y | +24.1% | +39.2% | -15.0% | +12.5% |
| 3Y | +17.5% | +86.3% | -68.8% | -1.3% |
| 5Y | +6.8% | +76.2% | -69.4% | -10.4% |
| 10Y | +311.9% | +306.8% | +5.1% | +183.6% |
| All | +556.1% | +226.4% | +329.6% | +382.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling