-38.4%
TRI vs EOSE
-49.1%
+10.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +10.9% | -16.3% | -5.5% |
| 7D | -0.5% | +19.0% | -19.5% | -0.6% |
| 30D | +7.9% | +1.6% | +6.3% | +7.9% |
| 3M | +24.1% | -52.0% | +76.0% | +25.0% |
| 6M | +3.8% | -42.5% | +46.3% | +4.2% |
| YTD | -16.9% | -66.1% | +49.3% | -15.9% |
| 1Y | -38.4% | -47.1% | +8.7% | -39.4% |
| All | -38.4% | -49.1% | +10.7% | -39.4% |
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 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