+490.7%
TPR vs EOSE
-61.3%
+552.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.9% | -10.9% | -0.8% |
| 7D | -2.3% | +19.0% | -21.3% | -3.8% |
| 30D | -23.0% | +1.6% | -24.5% | -23.3% |
| 3M | -12.5% | -52.0% | +39.5% | -8.4% |
| 6M | -21.4% | -42.5% | +21.1% | -19.9% |
| YTD | -3.5% | -66.1% | +62.6% | +0.7% |
| 1Y | +17.4% | -47.1% | +64.5% | +16.5% |
| 3Y | +291.3% | +0.8% | +290.5% | +238.5% |
| 5Y | +241.9% | -71.7% | +313.6% | +185.5% |
| All | +490.7% | -61.3% | +552.0% | +434.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling