+148.2%
TT vs EOSE
-69.1%
+217.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.2% |
| 7D | +1.4% | +15.0% | -13.5% | +0.7% |
| 30D | -6.7% | +2.5% | -9.1% | -7.0% |
| 3M | -5.4% | -33.7% | +28.3% | -4.1% |
| 6M | +4.4% | -32.7% | +37.1% | +4.9% |
| YTD | +14.9% | -63.8% | +78.7% | +17.7% |
| 1Y | +9.3% | -40.5% | +49.8% | +8.5% |
| 3Y | +121.7% | +50.4% | +71.4% | +100.6% |
| 5Y | +148.2% | -68.6% | +216.7% | +117.8% |
| All | +148.2% | -69.1% | +217.2% | +117.8% |
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 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