+16.0%
TFC vs EOSE
-42.0%
+58.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -2.4% | +1.8% | -4.2% | -2.5% |
| 30D | -3.4% | -6.8% | +3.5% | -3.4% |
| 3M | +0.4% | -36.3% | +36.7% | +1.0% |
| 6M | +12.7% | -38.8% | +51.4% | +12.4% |
| YTD | +5.6% | -65.5% | +71.1% | +5.1% |
| 1Y | +16.0% | -45.3% | +61.3% | +20.1% |
| All | +16.0% | -42.0% | +58.0% | +20.1% |
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