-25.1%
TGT vs EOSE
-70.0%
+44.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -5.2% | +1.8% | -7.0% | -5.4% |
| 30D | +1.2% | -6.8% | +8.0% | +1.3% |
| 3M | +18.4% | -36.3% | +54.7% | +20.5% |
| 6M | +33.4% | -38.8% | +72.2% | +34.4% |
| YTD | +63.8% | -65.5% | +129.3% | +69.1% |
| 1Y | +77.2% | -45.3% | +122.5% | +75.0% |
| 3Y | +41.8% | +44.2% | -2.4% | +20.8% |
| All | -25.1% | -70.0% | +44.9% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling