-9.9%
TYL vs EOSE
-85.5%
+75.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +12.6% | -7.9% | +5.2% |
| 7D | +17.3% | +9.7% | +7.5% | +17.7% |
| 30D | +28.9% | -34.6% | +63.5% | +27.1% |
| 3M | +35.1% | -50.8% | +85.9% | +32.1% |
| 6M | +29.3% | -66.5% | +95.8% | +25.3% |
| YTD | -6.8% | -81.3% | +74.6% | -9.0% |
| 1Y | -9.9% | -84.8% | +74.9% | -12.1% |
| All | -9.9% | -85.5% | +75.6% | -12.1% |
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