-32.7%
EOSE vs TSLQ
-20.6%
-12.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.4% |
| 7D | +15.0% | -8.0% | +23.0% | +10.4% |
| 30D | +2.5% | -23.8% | +26.3% | -8.2% |
| 3M | -33.7% | -7.0% | -26.7% | -31.4% |
| 6M | -32.7% | -17.1% | -15.6% | -30.8% |
| All | -32.7% | -20.6% | -12.2% | -30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling