-45.3%
EOSE vs TXT
0.0%
-45.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -2.2% |
| 7D | +1.8% | +2.5% | -0.7% | +0.5% |
| 30D | -6.8% | -8.9% | +2.0% | -2.1% |
| 3M | -36.3% | -13.6% | -22.7% | -31.6% |
| 6M | -38.8% | -13.1% | -25.7% | -34.8% |
| YTD | -65.5% | -7.0% | -58.5% | -68.4% |
| 1Y | -45.3% | -1.4% | -43.9% | -54.7% |
| All | -45.3% | 0.0% | -45.3% | -54.7% |
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