-57.3%
EOSE vs TECH
+16.3%
-73.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.2% | +11.0% | +10.9% |
| 7D | +41.4% | +0.2% | +41.3% | +41.3% |
| 30D | +3.6% | +0.1% | +3.5% | +3.6% |
| 3M | -35.7% | +37.5% | -73.2% | -46.0% |
| 6M | -29.9% | +34.6% | -64.4% | -42.5% |
| YTD | -62.5% | +23.5% | -86.0% | -68.0% |
| 1Y | -37.4% | +34.4% | -71.8% | -49.9% |
| 3Y | +55.8% | +2.3% | +53.5% | +40.3% |
| 5Y | -67.8% | -41.7% | -26.1% | -60.2% |
| All | -57.3% | +16.3% | -73.6% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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