-69.6%
EOSE vs TRU
-35.6%
-34.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.5% |
| 7D | +1.8% | -2.7% | +4.5% | +3.2% |
| 30D | -6.8% | -2.0% | -4.8% | -7.0% |
| 3M | -36.3% | +18.4% | -54.7% | -44.9% |
| 6M | -38.8% | +8.9% | -47.6% | -44.2% |
| YTD | -65.5% | -8.9% | -56.6% | -66.2% |
| 1Y | -45.3% | -15.9% | -29.4% | -43.7% |
| 3Y | +44.2% | -1.1% | +45.2% | +25.8% |
| All | -69.6% | -35.6% | -34.0% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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