+132.3%
TT vs EOSE
-82.3%
+214.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -7.0% | -1.7% |
| 7D | +4.0% | +9.8% | -5.7% | +3.5% |
| 30D | -11.3% | -2.1% | -9.3% | -11.6% |
| 3M | -12.3% | -54.1% | +41.8% | -9.7% |
| 6M | -10.8% | -76.9% | +66.1% | -5.8% |
| YTD | +8.2% | -83.3% | +91.5% | +14.2% |
| 1Y | +1.5% | -87.4% | +88.9% | +8.3% |
| 3Y | +91.5% | +61.9% | +29.6% | +72.2% |
| All | +132.3% | -82.3% | +214.6% | +104.2% |
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 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