-61.5%
EOSE vs TAP
+35.6%
-97.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.2% | +11.0% | +10.9% |
| 7D | +19.0% | -2.3% | +21.3% | +19.3% |
| 30D | +1.6% | -2.1% | +3.7% | +1.8% |
| 3M | -52.0% | +6.6% | -58.6% | -52.7% |
| 6M | -42.5% | -11.5% | -31.0% | -41.5% |
| YTD | -66.1% | -10.3% | -55.9% | -66.0% |
| 1Y | -47.1% | -14.4% | -32.7% | -46.6% |
| 3Y | +0.8% | -28.3% | +29.1% | +5.7% |
| 5Y | -71.7% | +1.7% | -73.4% | -71.5% |
| All | -61.5% | +35.6% | -97.0% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling