+51.5%
EOSE vs TAP
-33.0%
+84.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.5% |
| 7D | +15.0% | -5.1% | +20.0% | +14.7% |
| 30D | +2.5% | -8.4% | +10.9% | +2.0% |
| 3M | -33.7% | -3.9% | -29.8% | -33.8% |
| 6M | -32.7% | -14.4% | -18.4% | -32.1% |
| YTD | -63.8% | -14.7% | -49.0% | -64.0% |
| 1Y | -40.5% | -18.7% | -21.9% | -40.7% |
| All | +51.5% | -33.0% | +84.5% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling