-53.5%
TE vs EOSE
-60.6%
+7.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | +0.2% | +1.8% | -1.6% | 0.0% |
| 30D | -5.9% | -6.8% | +0.9% | -5.1% |
| 3M | -45.6% | -36.3% | -9.3% | -40.5% |
| 6M | -43.4% | -38.8% | -4.6% | -38.4% |
| YTD | -31.0% | -65.5% | +34.5% | -18.2% |
| 1Y | +145.2% | -45.3% | +190.5% | +167.0% |
| 3Y | -24.1% | +44.2% | -68.2% | -39.0% |
| 5Y | -48.1% | -69.5% | +21.4% | -60.6% |
| All | -53.5% | -60.6% | +7.1% | -65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling