-84.8%
EOSE vs TCOM
-39.6%
-45.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.2% | +9.5% | +11.8% |
| 7D | +9.7% | +10.7% | -0.9% | +7.2% |
| 30D | -34.6% | +10.1% | -44.6% | -36.1% |
| 3M | -50.8% | -8.9% | -41.9% | -49.2% |
| 6M | -66.5% | -19.2% | -47.3% | -63.1% |
| YTD | -81.3% | -40.6% | -40.7% | -78.9% |
| 1Y | -84.8% | -39.0% | -45.8% | -83.3% |
| All | -84.8% | -39.6% | -45.2% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling