+110.4%
EOG vs TYL
+106.7%
+3.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.8% |
| 7D | -2.0% | -7.6% | +5.6% | -0.8% |
| 30D | +7.9% | +11.3% | -3.4% | +5.8% |
| 3M | +4.5% | +14.5% | -10.0% | +1.7% |
| 6M | +12.3% | -7.1% | +19.4% | +13.0% |
| YTD | +41.9% | -23.4% | +65.3% | +47.1% |
| 1Y | +27.8% | -38.6% | +66.4% | +38.2% |
| 3Y | +21.8% | -11.3% | +33.1% | +20.7% |
| 5Y | +174.0% | -28.0% | +202.0% | +176.6% |
| 10Y | +110.4% | +104.9% | +5.5% | +72.2% |
| All | +110.4% | +106.7% | +3.7% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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