-84.8%
EOSE vs TXT
+9.2%
-94.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.3% | +13.9% | +13.0% |
| 7D | +9.7% | +10.6% | -0.9% | +5.7% |
| 30D | -34.6% | +14.4% | -48.9% | -37.8% |
| 3M | -50.8% | -2.7% | -48.1% | -50.2% |
| 6M | -66.5% | -4.7% | -61.8% | -65.9% |
| YTD | -81.3% | -0.5% | -80.8% | -83.9% |
| 1Y | -84.8% | +8.7% | -93.6% | -91.2% |
| All | -84.8% | +9.2% | -94.0% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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