-60.4%
EOSE vs TMF
-90.5%
+30.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.4% | -0.4% | -3.6% |
| 7D | +14.0% | -4.8% | +18.8% | +14.5% |
| 30D | -5.9% | -4.9% | -1.0% | -5.5% |
| 3M | -34.3% | -13.4% | -20.9% | -33.5% |
| 6M | -37.8% | -23.0% | -14.7% | -36.5% |
| YTD | -65.2% | -20.2% | -45.0% | -64.6% |
| 1Y | -41.9% | -26.5% | -15.4% | -40.7% |
| 3Y | +44.6% | -45.2% | +89.7% | +49.0% |
| 5Y | -69.2% | -88.4% | +19.2% | -70.4% |
| All | -60.4% | -90.5% | +30.2% | -62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling