-25.8%
TE vs EOSE
-85.5%
+59.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +12.6% | -16.2% | -9.4% |
| 7D | +3.8% | +9.7% | -5.9% | -1.1% |
| 30D | -26.2% | -34.6% | +8.3% | -11.7% |
| 3M | -49.7% | -50.8% | +1.1% | -32.9% |
| 6M | -46.5% | -66.5% | +20.0% | -15.6% |
| YTD | -59.1% | -81.3% | +22.2% | -23.8% |
| 1Y | -25.8% | -84.8% | +59.0% | +47.6% |
| All | -25.8% | -85.5% | +59.7% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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