+10.5%
TSN vs EOSE
-60.6%
+71.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | +3.0% | +1.8% | +1.2% | +3.0% |
| 30D | -4.2% | -6.8% | +2.7% | -4.2% |
| 3M | -3.9% | -36.3% | +32.4% | -3.5% |
| 6M | -9.8% | -38.8% | +28.9% | -9.7% |
| YTD | -7.3% | -65.5% | +58.3% | -6.6% |
| 1Y | -2.2% | -45.3% | +43.1% | -2.7% |
| 3Y | +11.9% | +44.2% | -32.3% | +5.9% |
| 5Y | -16.9% | -69.5% | +52.6% | -24.7% |
| All | +10.5% | -60.6% | +71.1% | +4.5% |
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