-60.8%
EOSE vs TXG
-50.1%
-10.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -2.4% |
| 7D | +1.8% | +9.5% | -7.7% | -1.9% |
| 30D | -6.8% | +18.8% | -25.6% | -13.3% |
| 3M | -36.3% | +136.1% | -172.4% | -56.5% |
| 6M | -38.8% | +235.2% | -274.0% | -64.5% |
| YTD | -65.5% | +320.5% | -386.1% | -82.8% |
| 1Y | -45.3% | +425.2% | -470.5% | -75.7% |
| 3Y | +44.2% | +42.9% | +1.3% | +6.0% |
| 5Y | -69.5% | -62.8% | -6.7% | -63.1% |
| All | -60.8% | -50.1% | -10.7% | -59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling