-69.2%
EOSE vs TXT
+10.7%
-79.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.2% |
| 7D | +14.0% | -0.2% | +14.2% | +14.2% |
| 30D | -5.9% | -10.2% | +4.3% | +2.4% |
| 3M | -34.3% | -13.3% | -21.0% | -26.5% |
| 6M | -37.8% | -14.4% | -23.4% | -30.1% |
| YTD | -65.2% | -9.1% | -56.1% | -64.1% |
| 1Y | -41.9% | -2.2% | -39.8% | -43.4% |
| 3Y | +44.6% | +5.1% | +39.5% | +18.6% |
| 5Y | -69.2% | +12.8% | -82.0% | -78.7% |
| All | -69.2% | +10.7% | -79.9% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling