-60.4%
EOSE vs TRU
-0.6%
-59.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.7% | -3.8% |
| 7D | +14.0% | -9.4% | +23.4% | +19.3% |
| 30D | -5.9% | -4.1% | -1.8% | -4.9% |
| 3M | -34.3% | +13.6% | -47.8% | -41.3% |
| 6M | -37.8% | +3.6% | -41.3% | -41.3% |
| YTD | -65.2% | -9.8% | -55.4% | -65.6% |
| 1Y | -41.9% | -13.6% | -28.3% | -41.4% |
| 3Y | +44.6% | -2.0% | +46.5% | +28.1% |
| 5Y | -69.2% | -35.8% | -33.4% | -66.9% |
| All | -60.4% | -0.6% | -59.8% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling