-81.0%
EOSE vs TAP
+36.7%
-117.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.2% | +2.3% | +5.2% |
| 7D | +9.8% | +1.3% | +8.5% | +9.6% |
| 30D | -2.1% | +5.7% | -7.8% | -2.6% |
| 3M | -54.1% | -1.9% | -52.2% | -54.0% |
| 6M | -76.9% | +0.9% | -77.9% | -77.1% |
| YTD | -83.3% | -9.5% | -73.8% | -83.3% |
| 1Y | -87.4% | -9.0% | -78.5% | -87.4% |
| 3Y | +61.9% | -22.2% | +84.1% | +66.2% |
| 5Y | -82.1% | +1.2% | -83.3% | -81.9% |
| All | -81.0% | +36.7% | -117.7% | -75.9% |
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