-37.4%
TLT vs EOSE
-61.3%
+23.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.9% | -10.7% | +0.1% |
| 7D | -0.4% | +19.0% | -19.4% | -0.5% |
| 30D | -0.6% | +1.6% | -2.1% | -0.6% |
| 3M | -2.7% | -52.0% | +49.2% | -2.5% |
| 6M | -5.6% | -42.5% | +36.9% | -5.5% |
| YTD | -2.8% | -66.1% | +63.4% | -2.6% |
| 1Y | -1.4% | -47.1% | +45.7% | -1.5% |
| 3Y | -1.6% | +0.8% | -2.4% | -2.8% |
| 5Y | -33.8% | -71.7% | +37.8% | -34.0% |
| All | -37.4% | -61.3% | +23.9% | -39.5% |
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 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