-58.8%
EOSE vs TXG
-51.1%
-7.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.6% | -6.1% | -4.6% |
| 7D | +15.0% | +9.1% | +5.8% | +10.8% |
| 30D | +2.5% | +14.9% | -12.4% | -3.3% |
| 3M | -33.7% | +120.0% | -153.7% | -53.3% |
| 6M | -32.7% | +221.8% | -254.5% | -60.3% |
| YTD | -63.8% | +312.6% | -376.4% | -81.8% |
| 1Y | -40.5% | +398.4% | -439.0% | -73.0% |
| 3Y | +50.4% | +42.1% | +8.3% | +10.7% |
| 5Y | -68.6% | -63.5% | -5.1% | -61.7% |
| All | -58.8% | -51.1% | -7.7% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling