+415.0%
TPR vs EOSE
+29.9%
+385.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | +0.2% |
| 7D | +12.1% | -8.4% | +20.5% | +12.5% |
| 30D | +16.7% | -31.0% | +47.6% | +19.1% |
| 3M | -17.4% | -57.0% | +39.7% | -13.2% |
| 6M | +2.3% | -78.3% | +80.6% | +12.0% |
| YTD | +7.1% | -84.8% | +92.0% | +17.1% |
| 1Y | +29.5% | -90.9% | +120.4% | +47.5% |
| 3Y | +415.0% | +35.9% | +379.1% | +342.2% |
| All | +415.0% | +29.9% | +385.2% | +342.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling