+250.7%
TT vs EOSE
-61.3%
+312.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.9% | -10.0% | +0.4% |
| 7D | 0.0% | +19.0% | -19.0% | -0.8% |
| 30D | -7.2% | +1.6% | -8.7% | -7.4% |
| 3M | -3.0% | -52.0% | +49.0% | -0.5% |
| 6M | +1.4% | -42.5% | +43.9% | +2.5% |
| YTD | +15.9% | -66.1% | +82.0% | +18.8% |
| 1Y | +9.4% | -47.1% | +56.6% | +9.4% |
| 3Y | +124.4% | +0.8% | +123.6% | +108.8% |
| 5Y | +138.0% | -71.7% | +209.7% | +109.0% |
| All | +250.7% | -61.3% | +312.0% | +229.6% |
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