-60.4%
EOSE vs TCOM
+32.4%
-92.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.4% |
| 7D | +14.0% | -6.5% | +20.5% | +16.5% |
| 30D | -5.9% | -16.2% | +10.3% | -0.3% |
| 3M | -34.3% | -19.3% | -14.9% | -30.1% |
| 6M | -37.8% | -27.2% | -10.5% | -31.3% |
| YTD | -65.2% | -46.2% | -19.0% | -57.6% |
| 1Y | -41.9% | -46.6% | +4.7% | -29.2% |
| 3Y | +44.6% | +8.4% | +36.2% | +35.9% |
| 5Y | -69.2% | +25.8% | -95.0% | -74.7% |
| All | -60.4% | +32.4% | -92.8% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling