+77.0%
EOSE vs TLN
+602.5%
-525.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.8% | +8.1% | +9.4% |
| 7D | +41.4% | +10.9% | +30.5% | +34.7% |
| 30D | +3.6% | -6.3% | +9.9% | +7.5% |
| 3M | -35.7% | -10.7% | -25.0% | -31.3% |
| 6M | -29.9% | +1.6% | -31.5% | -29.8% |
| YTD | -62.5% | -13.1% | -49.4% | -59.9% |
| 1Y | -37.4% | -15.1% | -22.4% | -32.0% |
| 3Y | +55.8% | +495.0% | -439.2% | -0.9% |
| All | +77.0% | +602.5% | -525.5% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling