-60.8%
EOSE vs TKO
+458.3%
-519.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +1.8% | +2.3% | -0.5% | +1.1% |
| 30D | -6.8% | -2.5% | -4.4% | -5.8% |
| 3M | -36.3% | -10.6% | -25.7% | -33.8% |
| 6M | -38.8% | -5.1% | -33.7% | -37.9% |
| YTD | -65.5% | -8.2% | -57.3% | -65.5% |
| 1Y | -45.3% | -4.4% | -40.9% | -46.4% |
| 3Y | +44.2% | +100.4% | -56.2% | +0.4% |
| 5Y | -69.5% | +294.3% | -363.8% | -83.1% |
| All | -60.8% | +458.3% | -519.0% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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