-69.6%
EOSE vs TDY
+39.0%
-108.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -2.4% |
| 7D | +1.8% | -1.1% | +2.9% | +3.0% |
| 30D | -6.8% | -12.0% | +5.2% | +7.9% |
| 3M | -36.3% | -3.2% | -33.1% | -33.7% |
| 6M | -38.8% | -7.9% | -30.9% | -32.5% |
| YTD | -65.5% | +18.2% | -83.8% | -71.7% |
| 1Y | -45.3% | +6.7% | -51.9% | -49.0% |
| 3Y | +44.2% | +47.5% | -3.4% | -11.3% |
| All | -69.6% | +39.0% | -108.6% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling