+160.4%
TMO vs ESTC
+31.2%
+129.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | 0.0% |
| 7D | -1.4% | -8.1% | +6.8% | -0.1% |
| 30D | +6.2% | +31.7% | -25.5% | +1.0% |
| 3M | +27.5% | +41.1% | -13.6% | +19.5% |
| 6M | +20.0% | +77.1% | -57.1% | +7.8% |
| YTD | +6.1% | +21.7% | -15.6% | +0.8% |
| 1Y | +25.8% | +8.4% | +17.5% | +21.1% |
| 3Y | +11.2% | +23.6% | -12.4% | -2.0% |
| 5Y | +9.6% | -46.5% | +56.0% | +6.7% |
| All | +160.4% | +31.2% | +129.2% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling