-84.8%
EOSE vs TXG
+406.9%
-491.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.4% | +9.2% | +11.5% |
| 7D | +9.7% | -19.3% | +29.0% | +17.1% |
| 30D | -34.6% | -30.9% | -3.6% | -27.5% |
| 3M | -50.8% | +41.1% | -91.9% | -57.4% |
| 6M | -66.5% | +211.9% | -278.3% | -77.2% |
| YTD | -81.3% | +314.0% | -395.3% | -89.4% |
| 1Y | -84.8% | +405.4% | -490.2% | -92.6% |
| All | -84.8% | +406.9% | -491.7% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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