+966.1%
TTMI vs EOSE
-60.6%
+1,026.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.5% |
| 7D | +0.7% | +1.8% | -1.1% | +0.5% |
| 30D | -8.4% | -6.8% | -1.6% | -8.1% |
| 3M | -32.5% | -36.3% | +3.8% | -29.8% |
| 6M | +32.5% | -38.8% | +71.2% | +36.9% |
| YTD | +83.2% | -65.5% | +148.8% | +96.6% |
| 1Y | +161.7% | -45.3% | +207.0% | +169.5% |
| 3Y | +890.1% | +44.2% | +846.0% | +779.3% |
| 5Y | +832.4% | -69.5% | +901.9% | +659.1% |
| All | +966.1% | -60.6% | +1,026.7% | +810.6% |
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 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