-28.0%
TYL vs EOSE
-68.2%
+40.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +10.8% | -15.3% | -5.0% |
| 7D | -7.6% | +41.4% | -49.0% | -9.3% |
| 30D | +11.3% | +3.6% | +7.7% | +10.8% |
| 3M | +14.5% | -35.7% | +50.2% | +16.2% |
| 6M | -7.1% | -29.9% | +22.7% | -7.3% |
| YTD | -23.4% | -62.5% | +39.1% | -21.6% |
| 1Y | -38.6% | -37.4% | -1.1% | -40.1% |
| 3Y | -11.3% | +55.8% | -67.1% | -24.5% |
| 5Y | -28.0% | -67.8% | +39.9% | -34.3% |
| All | -28.0% | -68.2% | +40.3% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling