-72.0%
TTD vs EOSE
-85.5%
+13.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.6% | -9.8% | +2.2% |
| 7D | +3.7% | +9.7% | -6.1% | +3.1% |
| 30D | +10.4% | -34.6% | +45.0% | +11.9% |
| 3M | -31.6% | -50.8% | +19.2% | -30.1% |
| 6M | -45.1% | -66.5% | +21.4% | -43.4% |
| YTD | -65.1% | -81.3% | +16.2% | -62.7% |
| 1Y | -72.0% | -84.8% | +12.8% | -70.4% |
| All | -72.0% | -85.5% | +13.5% | -70.4% |
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