+540.3%
TPR vs EOSE
-81.0%
+621.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.6% |
| 7D | -0.3% | +9.8% | -10.1% | -1.2% |
| 30D | +15.1% | -2.1% | +17.2% | +14.5% |
| 3M | +3.5% | -54.1% | +57.6% | +8.3% |
| 6M | +0.4% | -76.9% | +77.4% | +9.7% |
| YTD | +4.6% | -83.3% | +87.9% | +14.0% |
| 1Y | +33.1% | -87.4% | +120.5% | +47.8% |
| 3Y | +396.0% | +61.9% | +334.1% | +312.6% |
| 5Y | +230.3% | -82.1% | +312.3% | +183.5% |
| All | +540.3% | -81.0% | +621.3% | +504.4% |
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