-67.4%
EOSE vs TMF
-87.8%
+20.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.1% | +10.9% | +10.8% |
| 7D | +41.4% | +1.0% | +40.5% | +41.3% |
| 30D | +3.6% | -1.8% | +5.5% | +3.8% |
| 3M | -35.7% | -8.2% | -27.5% | -35.3% |
| 6M | -29.9% | -19.5% | -10.4% | -28.8% |
| YTD | -62.5% | -16.0% | -46.5% | -62.1% |
| 1Y | -37.4% | -22.5% | -14.9% | -36.5% |
| 3Y | +55.8% | -42.3% | +98.1% | +59.5% |
| All | -67.4% | -87.8% | +20.3% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling