-29.4%
TSCO vs EOSE
-85.5%
+56.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.6% | -8.4% | +4.1% |
| 7D | +15.7% | +9.7% | +6.0% | +15.6% |
| 30D | +16.4% | -34.6% | +51.0% | +16.4% |
| 3M | +11.2% | -50.8% | +62.0% | +11.2% |
| 6M | +14.9% | -66.5% | +81.4% | +14.3% |
| YTD | -25.4% | -81.3% | +55.9% | -26.4% |
| 1Y | -29.4% | -84.8% | +55.4% | -30.3% |
| All | -29.4% | -85.5% | +56.1% | -30.3% |
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