+454.9%
TSM vs EOSE
-60.6%
+515.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | +1.0% | +1.8% | -0.8% | +0.8% |
| 30D | +1.0% | -6.8% | +7.8% | +1.2% |
| 3M | +2.9% | -36.3% | +39.2% | +5.8% |
| 6M | +22.8% | -38.8% | +61.6% | +25.4% |
| YTD | +43.3% | -65.5% | +108.8% | +50.7% |
| 1Y | +69.2% | -45.3% | +114.5% | +70.4% |
| 3Y | +404.5% | +44.2% | +360.3% | +345.1% |
| 5Y | +282.2% | -69.5% | +351.7% | +237.1% |
| All | +454.9% | -60.6% | +515.5% | +395.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling