-80.8%
TTD vs EOSE
-70.2%
-10.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.1% |
| 7D | -7.4% | +14.0% | -21.4% | -9.0% |
| 30D | +3.0% | -5.9% | +8.9% | +3.1% |
| 3M | -27.6% | -34.3% | +6.7% | -25.4% |
| 6M | -49.5% | -37.8% | -11.7% | -48.7% |
| YTD | -63.2% | -65.2% | +2.0% | -60.7% |
| 1Y | -69.7% | -41.9% | -27.8% | -70.6% |
| 3Y | -83.3% | +44.6% | -127.9% | -87.6% |
| 5Y | -80.8% | -69.2% | -11.6% | -78.7% |
| All | -80.8% | -70.2% | -10.6% | -78.7% |
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