-11.6%
TYL vs EOSE
-58.6%
+47.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.3% |
| 7D | -8.6% | +15.0% | -23.5% | -9.3% |
| 30D | +7.5% | +2.5% | +5.1% | +7.1% |
| 3M | +10.9% | -33.7% | +44.6% | +12.3% |
| 6M | -6.7% | -32.7% | +26.0% | -6.6% |
| YTD | -24.5% | -63.8% | +39.3% | -22.7% |
| 1Y | -38.6% | -40.5% | +1.9% | -39.9% |
| 3Y | -12.6% | +50.4% | -63.0% | -24.8% |
| 5Y | -28.2% | -68.6% | +40.3% | -40.0% |
| All | -11.6% | -58.6% | +47.1% | -22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling