-47.1%
EOSE vs TMF
-15.2%
-31.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.4% | +10.5% | +10.8% |
| 7D | +19.0% | -1.4% | +20.5% | +19.5% |
| 30D | +1.6% | -2.8% | +4.4% | +2.4% |
| 3M | -52.0% | -10.9% | -41.1% | -51.0% |
| 6M | -42.5% | -21.3% | -21.2% | -45.0% |
| YTD | -66.1% | -15.9% | -50.3% | -66.6% |
| 1Y | -47.1% | -15.7% | -31.4% | -42.2% |
| All | -47.1% | -15.2% | -31.9% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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