-84.8%
EOSE vs TW
+20.8%
-105.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.0% | +11.6% | +13.4% |
| 7D | +9.7% | +6.0% | +3.8% | +15.2% |
| 30D | -34.6% | +18.6% | -53.1% | -24.4% |
| 3M | -50.8% | +26.5% | -77.4% | -39.8% |
| 6M | -66.5% | +13.1% | -79.6% | -59.4% |
| YTD | -81.3% | +18.5% | -99.9% | -77.5% |
| 1Y | -84.8% | +21.7% | -106.5% | -82.9% |
| All | -84.8% | +20.8% | -105.6% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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