-40.9%
TSCO vs EOSE
-49.1%
+8.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.9% | -9.7% | +1.1% |
| 7D | +0.8% | +19.0% | -18.2% | +0.7% |
| 30D | +5.5% | +1.6% | +3.9% | +5.4% |
| 3M | +20.0% | -52.0% | +71.9% | +19.9% |
| 6M | -29.8% | -42.5% | +12.7% | -30.2% |
| YTD | -28.7% | -66.1% | +37.5% | -29.1% |
| 1Y | -40.9% | -47.1% | +6.2% | -43.2% |
| All | -40.9% | -49.1% | +8.2% | -43.2% |
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