+947.6%
TTMI vs EOSE
-58.6%
+1,006.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.5% | -0.5% | -3.6% |
| 7D | +7.5% | +15.0% | -7.5% | +5.9% |
| 30D | -4.5% | +2.5% | -7.0% | -5.1% |
| 3M | -28.5% | -33.7% | +5.2% | -26.0% |
| 6M | +28.4% | -32.7% | +61.1% | +31.4% |
| YTD | +80.1% | -63.8% | +143.9% | +92.2% |
| 1Y | +161.0% | -40.5% | +201.6% | +166.8% |
| 3Y | +862.4% | +50.4% | +812.1% | +750.7% |
| 5Y | +812.9% | -68.6% | +881.5% | +639.4% |
| All | +947.6% | -58.6% | +1,006.3% | +790.2% |
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