+12.3%
TPR vs EOSE
-42.0%
+54.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.3% |
| 7D | -3.0% | +1.8% | -4.8% | -3.1% |
| 30D | -22.6% | -6.8% | -15.8% | -22.5% |
| 3M | -18.2% | -36.3% | +18.1% | -16.6% |
| 6M | -18.0% | -38.8% | +20.8% | -17.4% |
| YTD | -6.4% | -65.5% | +59.1% | -5.3% |
| 1Y | +12.3% | -45.3% | +57.6% | +6.0% |
| All | +12.3% | -42.0% | +54.3% | +6.0% |
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 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