-60.8%
EOSE vs TDY
+91.7%
-152.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -2.2% |
| 7D | +1.8% | -1.1% | +2.9% | +2.8% |
| 30D | -6.8% | -12.0% | +5.2% | +5.3% |
| 3M | -36.3% | -3.2% | -33.1% | -34.0% |
| 6M | -38.8% | -7.9% | -30.9% | -33.5% |
| YTD | -65.5% | +18.2% | -83.8% | -70.4% |
| 1Y | -45.3% | +6.7% | -51.9% | -47.9% |
| 3Y | +44.2% | +47.5% | -3.4% | +1.1% |
| 5Y | -69.5% | +39.5% | -109.0% | -77.9% |
| All | -60.8% | +91.7% | -152.5% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling