+44.2%
EOSE vs TD
+127.3%
-83.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.7% |
| 7D | +1.8% | -0.5% | +2.3% | +2.3% |
| 30D | -6.8% | -1.9% | -4.9% | -5.1% |
| 3M | -36.3% | +4.8% | -41.0% | -39.4% |
| 6M | -38.8% | +28.0% | -66.7% | -52.0% |
| YTD | -65.5% | +30.3% | -95.8% | -73.7% |
| 1Y | -45.3% | +59.8% | -105.1% | -65.5% |
| 3Y | +44.2% | +124.7% | -80.5% | -37.4% |
| All | +44.2% | +127.3% | -83.2% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling