-60.8%
EOSE vs TXT
+124.5%
-185.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -2.7% |
| 7D | +1.8% | +2.5% | -0.7% | 0.0% |
| 30D | -6.8% | -8.9% | +2.0% | -0.5% |
| 3M | -36.3% | -13.6% | -22.7% | -29.3% |
| 6M | -38.8% | -13.1% | -25.7% | -32.6% |
| YTD | -65.5% | -7.0% | -58.5% | -65.0% |
| 1Y | -45.3% | -1.4% | -43.9% | -46.6% |
| 3Y | +44.2% | +7.0% | +37.2% | +22.4% |
| 5Y | -69.5% | +15.4% | -84.9% | -76.4% |
| All | -60.8% | +124.5% | -185.3% | -70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling