+449.3%
TSM vs EOSE
-61.3%
+510.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.9% | -8.0% | +2.0% |
| 7D | +2.7% | +19.0% | -16.3% | +1.1% |
| 30D | +3.6% | +1.6% | +2.0% | +3.2% |
| 3M | -3.4% | -52.0% | +48.6% | +1.6% |
| 6M | +20.6% | -42.5% | +63.1% | +23.8% |
| YTD | +41.9% | -66.1% | +108.0% | +49.4% |
| 1Y | +84.4% | -47.1% | +131.5% | +86.2% |
| 3Y | +380.2% | +0.8% | +379.4% | +332.9% |
| 5Y | +275.3% | -71.7% | +347.0% | +233.0% |
| All | +449.3% | -61.3% | +510.6% | +391.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling