-58.8%
EOSE vs TW
+92.0%
-150.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +15.0% | -0.5% | +15.5% | +15.0% |
| 30D | +2.5% | -0.6% | +3.1% | +2.3% |
| 3M | -33.7% | +3.4% | -37.1% | -35.4% |
| 6M | -32.7% | -18.4% | -14.3% | -29.6% |
| YTD | -63.8% | -3.9% | -59.9% | -64.8% |
| 1Y | -40.5% | -13.3% | -27.2% | -39.8% |
| 3Y | +50.4% | +20.8% | +29.5% | +34.1% |
| 5Y | -68.6% | +20.3% | -88.8% | -72.8% |
| All | -58.8% | +92.0% | -150.8% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling