+96.9%
TNA vs EOSE
-60.2%
+157.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.8% | -2.2% |
| 7D | -7.6% | +14.0% | -21.6% | -10.3% |
| 30D | -13.6% | -5.9% | -7.7% | -13.2% |
| 3M | +2.8% | -34.3% | +37.1% | +9.7% |
| 6M | +34.5% | -37.8% | +72.3% | +41.8% |
| YTD | +41.0% | -65.2% | +106.2% | +61.3% |
| 1Y | +52.0% | -41.9% | +93.9% | +52.7% |
| 3Y | +103.5% | +44.6% | +58.9% | +36.6% |
| 5Y | -22.5% | -69.2% | +46.7% | -47.5% |
| All | +96.9% | -60.2% | +157.1% | +60.7% |
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