+115.6%
EOG vs TYL
-23.0%
+138.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +7.6% | +0.8% | +6.8% | +7.5% |
| 30D | +3.4% | +21.1% | -17.8% | +1.0% |
| 3M | +12.7% | +28.9% | -16.2% | +9.2% |
| 6M | +19.0% | +42.0% | -23.0% | +13.6% |
| YTD | +55.6% | -6.6% | +62.1% | +56.2% |
| 1Y | +49.5% | -9.1% | +58.6% | +50.8% |
| 3Y | +43.2% | +1.8% | +41.3% | +40.6% |
| All | +115.6% | -23.0% | +138.6% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling