-69.6%
EOSE vs TAP
-0.1%
-69.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | +1.8% | -3.9% | +5.7% | +2.5% |
| 30D | -6.8% | -5.3% | -1.6% | -6.0% |
| 3M | -36.3% | -3.8% | -32.5% | -36.3% |
| 6M | -38.8% | -11.4% | -27.4% | -37.5% |
| YTD | -65.5% | -13.7% | -51.8% | -65.2% |
| 1Y | -45.3% | -17.2% | -28.1% | -44.1% |
| 3Y | +44.2% | -33.1% | +77.2% | +59.0% |
| All | -69.6% | -0.1% | -69.5% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling