+12.3%
TMO vs ESTC
-52.1%
+64.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +0.8% | +2.4% | -1.6% | +0.5% |
| 30D | +4.0% | -4.2% | +8.3% | +4.5% |
| 3M | +17.6% | +2.5% | +15.1% | +16.6% |
| 6M | +57.3% | +81.5% | -24.2% | +43.7% |
| YTD | +21.2% | +16.8% | +4.3% | +16.6% |
| 1Y | +21.1% | -3.5% | +24.6% | +19.3% |
| 3Y | +58.8% | +17.7% | +41.1% | +43.7% |
| All | +12.3% | -52.1% | +64.4% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling