+59.7%
TEM vs EOSE
+358.4%
-298.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.3% | -1.9% |
| 7D | +3.2% | +41.4% | -38.2% | -1.8% |
| 30D | +23.5% | +3.6% | +19.9% | +22.4% |
| 3M | +32.3% | -35.7% | +68.0% | +37.4% |
| 6M | +23.0% | -29.9% | +52.9% | +25.1% |
| YTD | +8.9% | -62.5% | +71.4% | +16.6% |
| 1Y | -19.9% | -37.4% | +17.6% | -19.4% |
| All | +59.7% | +358.4% | -298.7% | +107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling