+52.9%
TFC vs EOSE
-57.1%
+110.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.8% | -13.0% | -2.6% |
| 7D | +2.2% | +41.4% | -39.2% | +0.6% |
| 30D | -2.5% | +3.6% | -6.1% | -2.9% |
| 3M | +4.5% | -35.7% | +40.3% | +5.9% |
| 6M | +11.0% | -29.9% | +40.8% | +11.0% |
| YTD | +5.9% | -62.5% | +68.4% | +7.9% |
| 1Y | +14.6% | -37.4% | +52.0% | +12.9% |
| 3Y | +96.7% | +55.8% | +40.9% | +73.8% |
| 5Y | +15.6% | -67.8% | +83.4% | +0.5% |
| All | +52.9% | -57.1% | +110.1% | +48.6% |
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