+261.5%
TPR vs EOSE
-84.5%
+346.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | +0.2% |
| 7D | +12.1% | -8.4% | +20.5% | +12.6% |
| 30D | +16.7% | -31.0% | +47.6% | +19.2% |
| 3M | -17.4% | -57.0% | +39.7% | -13.0% |
| 6M | +2.3% | -78.3% | +80.6% | +12.4% |
| YTD | +7.1% | -84.8% | +92.0% | +17.8% |
| 1Y | +29.5% | -90.9% | +120.4% | +48.1% |
| 3Y | +415.0% | +35.9% | +379.1% | +332.6% |
| 5Y | +261.5% | -84.1% | +345.5% | +209.4% |
| All | +261.5% | -84.5% | +346.0% | +209.4% |
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 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