-38.4%
TLT vs EOSE
-60.6%
+22.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -1.6% | +1.8% | -3.4% | -1.6% |
| 30D | -1.1% | -6.8% | +5.7% | -1.1% |
| 3M | -4.9% | -36.3% | +31.4% | -4.7% |
| 6M | -5.0% | -38.8% | +33.7% | -4.9% |
| YTD | -4.4% | -65.5% | +61.2% | -4.2% |
| 1Y | -6.4% | -45.3% | +38.9% | -6.4% |
| 3Y | -2.0% | +44.2% | -46.2% | -3.1% |
| 5Y | -35.0% | -69.5% | +34.5% | -35.2% |
| All | -38.4% | -60.6% | +22.2% | -40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling