+449.9%
TPR vs EOSE
-58.6%
+508.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -3.0% |
| 7D | -7.3% | +15.0% | -22.3% | -8.4% |
| 30D | -30.7% | +2.5% | -33.2% | -31.1% |
| 3M | -21.6% | -33.7% | +12.1% | -20.0% |
| 6M | -21.3% | -32.7% | +11.4% | -20.8% |
| YTD | -10.2% | -63.8% | +53.6% | -6.8% |
| 1Y | +9.5% | -40.5% | +50.0% | +7.7% |
| 3Y | +280.8% | +50.4% | +230.4% | +219.9% |
| 5Y | +218.7% | -68.6% | +287.3% | +164.0% |
| All | +449.9% | -58.6% | +508.5% | +394.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling