-47.1%
EOSE vs TSLQ
-50.5%
+3.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +12.0% | -1.1% | +16.2% |
| 7D | +19.0% | -5.8% | +24.8% | +15.4% |
| 30D | +1.6% | -22.1% | +23.7% | -8.2% |
| 3M | -52.0% | +10.1% | -62.0% | -45.0% |
| 6M | -42.5% | -6.8% | -35.8% | -35.5% |
| YTD | -66.1% | +8.5% | -74.7% | -58.4% |
| 1Y | -47.1% | -49.7% | +2.6% | -47.3% |
| All | -47.1% | -50.5% | +3.3% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling