+96.8%
TEVA vs EOSE
-49.1%
+145.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.9% | -11.6% | -1.0% |
| 7D | -0.2% | +19.0% | -19.2% | -0.7% |
| 30D | +4.7% | +1.6% | +3.2% | +4.5% |
| 3M | +5.6% | -52.0% | +57.6% | +7.1% |
| 6M | +10.5% | -42.5% | +53.0% | +10.0% |
| YTD | +16.5% | -66.1% | +82.6% | +17.3% |
| 1Y | +96.8% | -47.1% | +143.9% | +89.1% |
| All | +96.8% | -49.1% | +145.8% | +89.1% |
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