+99.7%
TXN vs EOSE
-85.5%
+185.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.6% | -13.0% | -1.4% |
| 7D | +1.0% | +9.7% | -8.7% | +0.1% |
| 30D | +6.1% | -34.6% | +40.7% | +9.4% |
| 3M | +10.4% | -50.8% | +61.2% | +15.8% |
| 6M | +12.6% | -66.5% | +79.0% | +20.9% |
| YTD | +83.5% | -81.3% | +164.8% | +101.1% |
| 1Y | +99.7% | -84.8% | +184.5% | +120.4% |
| All | +99.7% | -85.5% | +185.2% | +120.4% |
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