+25.4%
TMO vs EOSE
-85.5%
+110.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.6% | -11.5% | +0.9% |
| 7D | +0.3% | +9.7% | -9.5% | +0.1% |
| 30D | +4.3% | -34.6% | +38.9% | +4.6% |
| 3M | +25.1% | -50.8% | +75.9% | +25.6% |
| 6M | +52.9% | -66.5% | +119.4% | +54.2% |
| YTD | +22.2% | -81.3% | +103.5% | +25.5% |
| 1Y | +25.4% | -84.8% | +110.2% | +29.5% |
| All | +25.4% | -85.5% | +110.9% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling