-47.1%
EOSE vs TDY
+11.8%
-58.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.5% | +10.4% | +10.3% |
| 7D | +19.0% | -1.8% | +20.8% | +21.6% |
| 30D | +1.6% | -10.7% | +12.3% | +16.4% |
| 3M | -52.0% | -1.3% | -50.7% | -50.8% |
| 6M | -42.5% | -10.6% | -32.0% | -34.0% |
| YTD | -66.1% | +19.6% | -85.7% | -74.7% |
| 1Y | -47.1% | +11.6% | -58.8% | -52.5% |
| All | -47.1% | +11.8% | -58.9% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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