+55.8%
EOSE vs TMF
-42.4%
+98.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.1% | +10.9% | +10.9% |
| 7D | +41.4% | +1.0% | +40.5% | +41.1% |
| 30D | +3.6% | -1.8% | +5.5% | +4.1% |
| 3M | -35.7% | -8.2% | -27.5% | -34.2% |
| 6M | -29.9% | -19.5% | -10.4% | -26.0% |
| YTD | -62.5% | -16.0% | -46.5% | -61.0% |
| 1Y | -37.4% | -22.5% | -14.9% | -33.9% |
| 3Y | +55.8% | -42.3% | +98.1% | +40.1% |
| All | +55.8% | -42.4% | +98.2% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling