+64.2%
EOSE vs TLN
+571.8%
-507.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.3% | -2.5% |
| 7D | +14.0% | +2.0% | +12.0% | +13.2% |
| 30D | -5.9% | -12.9% | +7.1% | +1.4% |
| 3M | -34.3% | -7.4% | -26.8% | -30.6% |
| 6M | -37.8% | -6.0% | -31.7% | -35.1% |
| YTD | -65.2% | -16.9% | -48.3% | -61.9% |
| 1Y | -41.9% | -22.6% | -19.3% | -34.1% |
| 3Y | +44.6% | +469.0% | -424.5% | -5.8% |
| All | +64.2% | +571.8% | -507.6% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling