+93.7%
TFC vs EOSE
+44.0%
+49.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.2% | +0.5% |
| 7D | -2.5% | +14.0% | -16.5% | -3.0% |
| 30D | -2.8% | -5.9% | +3.1% | -2.8% |
| 3M | +2.1% | -34.3% | +36.4% | +3.1% |
| 6M | +10.1% | -37.8% | +47.9% | +10.5% |
| YTD | +5.4% | -65.2% | +70.6% | +7.1% |
| 1Y | +16.3% | -41.9% | +58.2% | +14.9% |
| All | +93.7% | +44.0% | +49.7% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling