+95.6%
EOSE vs TSLQ
-97.2%
+192.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.4% | -6.2% | -3.3% |
| 7D | +14.0% | +5.7% | +8.3% | +15.7% |
| 30D | -5.9% | -21.1% | +15.2% | -10.1% |
| 3M | -34.3% | -11.5% | -22.8% | -32.8% |
| 6M | -37.8% | -14.9% | -22.8% | -34.0% |
| YTD | -65.2% | +2.4% | -67.6% | -60.8% |
| 1Y | -41.9% | -49.8% | +7.9% | -40.4% |
| 3Y | +44.6% | -95.8% | +140.4% | +24.2% |
| All | +95.6% | -97.2% | +192.8% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling