+25.4%
TMO vs ESTC
+1.6%
+23.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +0.3% | -15.9% | +16.1% | +1.7% |
| 30D | +4.3% | -5.5% | +9.9% | +4.8% |
| 3M | +25.1% | +26.2% | -1.1% | +22.3% |
| 6M | +52.9% | +77.0% | -24.1% | +44.0% |
| YTD | +22.2% | +18.9% | +3.3% | +16.8% |
| 1Y | +25.4% | +1.3% | +24.1% | +19.1% |
| All | +25.4% | +1.6% | +23.8% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling