+36.3%
TYL vs EOSE
-74.7%
+111.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.4% | -13.5% | +1.8% |
| 7D | +0.5% | -7.0% | +7.6% | +0.1% |
| 30D | +25.2% | -16.7% | +41.9% | +24.0% |
| 3M | +31.8% | -53.1% | +84.8% | +25.1% |
| 6M | +36.3% | -76.8% | +113.0% | +20.5% |
| All | +36.3% | -74.7% | +111.0% | +20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling