+398.4%
TSM vs EOSE
+44.0%
+354.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.3% |
| 7D | +2.6% | +14.0% | -11.4% | +1.2% |
| 30D | +1.4% | -5.9% | +7.3% | +1.6% |
| 3M | +5.0% | -34.3% | +39.2% | +8.2% |
| 6M | +24.0% | -37.8% | +61.7% | +26.9% |
| YTD | +41.6% | -65.2% | +106.8% | +50.0% |
| 1Y | +66.2% | -41.9% | +108.1% | +67.3% |
| All | +398.4% | +44.0% | +354.4% | +334.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling