+51.5%
EOSE vs TXT
+5.5%
+46.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.7% |
| 7D | +15.0% | +0.8% | +14.1% | +14.5% |
| 30D | +2.5% | -10.4% | +12.9% | +8.1% |
| 3M | -33.7% | -14.3% | -19.4% | -28.6% |
| 6M | -32.7% | -15.1% | -17.6% | -27.5% |
| YTD | -63.8% | -8.3% | -55.5% | -63.3% |
| 1Y | -40.5% | -0.7% | -39.8% | -41.9% |
| All | +51.5% | +5.5% | +46.0% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling