+9.2%
TT vs EOSE
-49.1%
+58.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.9% | -10.2% | +0.1% |
| 7D | -0.2% | +19.0% | -19.3% | -1.2% |
| 30D | -7.4% | +1.6% | -8.9% | -7.6% |
| 3M | -3.2% | -52.0% | +48.8% | -0.1% |
| 6M | +1.1% | -42.5% | +43.6% | +2.2% |
| YTD | +15.6% | -66.1% | +81.8% | +17.8% |
| 1Y | +9.2% | -47.1% | +56.3% | +22.2% |
| All | +9.2% | -49.1% | +58.2% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling