-2.1%
TLT vs EOSE
+44.0%
-46.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -1.1% |
| 7D | -1.6% | +14.0% | -15.6% | -1.7% |
| 30D | -1.3% | -5.9% | +4.6% | -1.3% |
| 3M | -3.7% | -34.3% | +30.5% | -3.4% |
| 6M | -6.4% | -37.8% | +31.4% | -6.1% |
| YTD | -4.5% | -65.2% | +60.7% | -3.9% |
| 1Y | -5.9% | -41.9% | +36.1% | -6.3% |
| All | -2.1% | +44.0% | -46.1% | -11.3% |
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