-60.8%
EOSE vs TW
+89.2%
-150.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | +1.8% | -4.5% | +6.3% | +2.6% |
| 30D | -6.8% | -2.3% | -4.6% | -6.7% |
| 3M | -36.3% | +2.6% | -38.9% | -37.8% |
| 6M | -38.8% | -17.5% | -21.2% | -36.4% |
| YTD | -65.5% | -5.3% | -60.2% | -66.4% |
| 1Y | -45.3% | -14.8% | -30.5% | -44.4% |
| 3Y | +44.2% | +18.8% | +25.3% | +29.1% |
| 5Y | -69.5% | +20.7% | -90.2% | -73.6% |
| All | -60.8% | +89.2% | -150.0% | -67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling