-58.8%
EOSE vs TD
+233.0%
-291.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.3% | -2.2% |
| 7D | +15.0% | -1.9% | +16.9% | +17.0% |
| 30D | +2.5% | -1.6% | +4.1% | +4.3% |
| 3M | -33.7% | +4.6% | -38.3% | -37.0% |
| 6M | -32.7% | +26.8% | -59.6% | -47.7% |
| YTD | -63.8% | +28.3% | -92.1% | -72.5% |
| 1Y | -40.5% | +60.4% | -101.0% | -64.2% |
| 3Y | +50.4% | +125.7% | -75.4% | -37.8% |
| 5Y | -68.6% | +122.4% | -190.9% | -85.6% |
| All | -58.8% | +233.0% | -291.8% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling