+38.4%
TRI vs EOSE
-60.6%
+99.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.7% |
| 7D | -7.9% | +1.8% | -9.7% | -8.0% |
| 30D | -4.5% | -6.8% | +2.3% | -4.5% |
| 3M | +22.1% | -36.3% | +58.4% | +23.1% |
| 6M | -2.8% | -38.8% | +36.0% | -2.4% |
| YTD | -23.4% | -65.5% | +42.1% | -22.2% |
| 1Y | -41.5% | -45.3% | +3.8% | -41.8% |
| 3Y | -19.2% | +44.2% | -63.4% | -24.0% |
| 5Y | -9.4% | -69.5% | +60.1% | -17.8% |
| All | +38.4% | -60.6% | +99.0% | +24.8% |
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