+1.2%
TYL vs EOSE
+43.5%
-42.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.0% | -8.6% | -0.6% |
| 7D | +3.5% | +6.8% | -3.3% | +3.4% |
| 30D | +26.9% | -25.4% | +52.3% | +27.2% |
| 3M | +33.8% | -54.7% | +88.5% | +34.8% |
| 6M | +28.8% | -76.5% | +105.4% | +31.1% |
| YTD | -7.9% | -83.6% | +75.7% | -6.0% |
| 1Y | -9.8% | -89.7% | +79.9% | -6.6% |
| 3Y | +1.2% | +38.7% | -37.6% | -6.7% |
| All | +1.2% | +43.5% | -42.3% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling