-84.8%
EOSE vs TLN
-17.6%
-67.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -8.5% | +21.2% | +17.7% |
| 7D | +9.7% | -6.0% | +15.8% | +12.9% |
| 30D | -34.6% | -1.5% | -33.0% | -35.3% |
| 3M | -50.8% | -3.9% | -46.9% | -50.6% |
| 6M | -66.5% | -15.0% | -51.4% | -63.7% |
| YTD | -81.3% | -12.8% | -68.5% | -80.6% |
| 1Y | -84.8% | -17.3% | -67.5% | -83.5% |
| All | -84.8% | -17.6% | -67.2% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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