+120.5%
EOG vs TYL
+174.6%
-54.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -6.0% | +3.5% | -9.5% | -6.6% |
| 30D | +0.9% | +26.9% | -26.0% | -3.2% |
| 3M | +10.9% | +33.8% | -22.9% | +5.3% |
| 6M | +15.8% | +28.8% | -13.1% | +10.2% |
| YTD | +45.8% | -7.9% | +53.7% | +46.3% |
| 1Y | +45.3% | -9.8% | +55.1% | +46.3% |
| 3Y | +36.2% | +1.2% | +35.0% | +32.3% |
| 5Y | +94.0% | -22.8% | +116.8% | +95.0% |
| 10Y | +120.5% | +168.8% | -48.3% | +64.2% |
| All | +120.5% | +174.6% | -54.1% | +64.2% |
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