-45.3%
EOSE vs TSLQ
-49.6%
+4.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.5% |
| 7D | +1.8% | -6.6% | +8.4% | -0.8% |
| 30D | -6.8% | -24.3% | +17.5% | -16.6% |
| 3M | -36.3% | -3.6% | -32.7% | -32.5% |
| 6M | -38.8% | -12.0% | -26.8% | -32.8% |
| YTD | -65.5% | +1.4% | -66.9% | -58.6% |
| 1Y | -45.3% | -43.6% | -1.7% | -45.1% |
| All | -45.3% | -49.6% | +4.3% | -45.1% |
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