-57.3%
EOSE vs TXT
+120.4%
-177.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.6% | +10.2% | +10.4% |
| 7D | +41.4% | -0.2% | +41.7% | +41.6% |
| 30D | +3.6% | -11.1% | +14.7% | +12.7% |
| 3M | -35.7% | -13.0% | -22.7% | -29.0% |
| 6M | -29.9% | -16.2% | -13.7% | -20.7% |
| YTD | -62.5% | -8.7% | -53.8% | -61.4% |
| 1Y | -37.4% | -3.8% | -33.6% | -37.7% |
| 3Y | +55.8% | +5.5% | +50.3% | +33.5% |
| 5Y | -67.8% | +12.3% | -80.1% | -74.7% |
| All | -57.3% | +120.4% | -177.7% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling