-23.0%
TNA vs EOSE
-70.0%
+47.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -7.3% | +1.8% | -9.1% | -7.8% |
| 30D | -14.2% | -6.8% | -7.3% | -13.6% |
| 3M | -4.6% | -36.3% | +31.7% | +2.7% |
| 6M | +36.9% | -38.8% | +75.7% | +45.1% |
| YTD | +42.5% | -65.5% | +108.1% | +64.2% |
| 1Y | +45.8% | -45.3% | +91.1% | +48.0% |
| 3Y | +104.7% | +44.2% | +60.5% | +33.9% |
| All | -23.0% | -70.0% | +47.0% | -27.0% |
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