+76.5%
TXN vs EOSE
+42.6%
+33.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +3.9% |
| 7D | +4.0% | +1.8% | +2.2% | +3.8% |
| 30D | -2.9% | -6.8% | +4.0% | -2.7% |
| 3M | -9.1% | -36.3% | +27.2% | -7.4% |
| 6M | +36.6% | -38.8% | +75.4% | +38.3% |
| YTD | +57.5% | -65.5% | +123.0% | +62.6% |
| 1Y | +49.5% | -45.3% | +94.8% | +49.8% |
| 3Y | +76.5% | +44.2% | +32.4% | +59.7% |
| All | +76.5% | +42.6% | +33.9% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling