-74.4%
TTD vs EOSE
-60.6%
-13.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.7% | +2.8% |
| 7D | -0.6% | +1.8% | -2.4% | -0.9% |
| 30D | +6.3% | -6.8% | +13.1% | +6.5% |
| 3M | -24.1% | -36.3% | +12.2% | -21.6% |
| 6M | -47.4% | -38.8% | -8.7% | -46.5% |
| YTD | -62.2% | -65.5% | +3.3% | -59.7% |
| 1Y | -68.3% | -45.3% | -23.0% | -68.9% |
| 3Y | -83.4% | +44.2% | -127.6% | -87.4% |
| 5Y | -80.3% | -69.5% | -10.8% | -85.5% |
| All | -74.4% | -60.6% | -13.7% | -79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling