+44.2%
EOSE vs TSLQ
-95.6%
+139.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.2% |
| 7D | +1.8% | -6.6% | +8.4% | +0.5% |
| 30D | -6.8% | -24.3% | +17.5% | -11.5% |
| 3M | -36.3% | -3.6% | -32.7% | -33.8% |
| 6M | -38.8% | -12.0% | -26.8% | -35.0% |
| YTD | -65.5% | +1.4% | -66.9% | -61.8% |
| 1Y | -45.3% | -43.6% | -1.7% | -42.8% |
| 3Y | +44.2% | -95.4% | +139.6% | +48.4% |
| All | +44.2% | -95.6% | +139.7% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling