+7.9%
TSN vs EOSE
-58.6%
+66.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -1.0% |
| 7D | -7.3% | +15.0% | -22.3% | -7.5% |
| 30D | -8.6% | +2.5% | -11.1% | -8.7% |
| 3M | -7.5% | -33.7% | +26.2% | -7.2% |
| 6M | -14.1% | -32.7% | +18.6% | -14.1% |
| YTD | -9.4% | -63.8% | +54.4% | -8.9% |
| 1Y | -4.1% | -40.5% | +36.5% | -4.7% |
| 3Y | +10.3% | +50.4% | -40.0% | +4.4% |
| 5Y | -19.7% | -68.6% | +48.8% | -27.3% |
| All | +7.9% | -58.6% | +66.5% | +2.0% |
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 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