+229.6%
TPR vs EOSE
-67.9%
+297.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +10.8% | -14.6% | -4.6% |
| 7D | -3.4% | +41.4% | -44.8% | -6.2% |
| 30D | -27.3% | +3.6% | -30.9% | -27.8% |
| 3M | -16.2% | -35.7% | +19.5% | -14.2% |
| 6M | -17.9% | -29.9% | +12.0% | -17.6% |
| YTD | -7.1% | -62.5% | +55.4% | -3.8% |
| 1Y | +13.6% | -37.4% | +51.0% | +11.1% |
| 3Y | +293.7% | +55.8% | +238.0% | +227.0% |
| All | +229.6% | -67.9% | +297.5% | +210.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling