+265.7%
TSM vs EOSE
-82.3%
+348.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -2.1% |
| 7D | +6.2% | +9.8% | -3.6% | +5.2% |
| 30D | -7.3% | -2.1% | -5.2% | -7.6% |
| 3M | -7.1% | -54.1% | +47.0% | -1.9% |
| 6M | +0.2% | -76.9% | +77.2% | +11.0% |
| YTD | +32.2% | -83.3% | +115.6% | +46.7% |
| 1Y | +42.8% | -87.4% | +130.2% | +61.1% |
| 3Y | +330.4% | +61.9% | +268.5% | +285.0% |
| All | +265.7% | -82.3% | +348.0% | +233.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling