-47.1%
EOSE vs TLN
-17.2%
-30.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.8% | +7.1% | +8.1% |
| 7D | +19.0% | +7.1% | +12.0% | +13.8% |
| 30D | +1.6% | -3.9% | +5.5% | +4.7% |
| 3M | -52.0% | -16.2% | -35.8% | -45.3% |
| 6M | -42.5% | -5.8% | -36.7% | -39.8% |
| YTD | -66.1% | -15.4% | -50.7% | -62.9% |
| 1Y | -47.1% | -16.7% | -30.5% | -38.4% |
| All | -47.1% | -17.2% | -30.0% | -38.4% |
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