+158.7%
TMO vs ESTC
+19.1%
+139.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.6% | -9.2% | +8.5% | +0.9% |
| 30D | +1.1% | +8.1% | -6.9% | -0.8% |
| 3M | +28.3% | +38.5% | -10.1% | +20.6% |
| 6M | +23.3% | +57.8% | -34.5% | +12.8% |
| YTD | +5.5% | +10.5% | -5.1% | +1.7% |
| 1Y | +24.5% | -6.4% | +30.9% | +22.7% |
| 3Y | +19.6% | +4.7% | +14.9% | +8.6% |
| 5Y | +8.1% | -47.8% | +55.9% | +5.3% |
| All | +158.7% | +19.1% | +139.6% | +86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling