-6.0%
TYL vs EOSE
-61.3%
+55.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +10.9% | -14.9% | -4.5% |
| 7D | -3.7% | +19.0% | -22.7% | -4.6% |
| 30D | +18.7% | +1.6% | +17.2% | +18.4% |
| 3M | +18.1% | -52.0% | +70.1% | +21.5% |
| 6M | -1.1% | -42.5% | +41.4% | -0.2% |
| YTD | -19.8% | -66.1% | +46.3% | -17.6% |
| 1Y | -34.3% | -47.1% | +12.8% | -35.2% |
| 3Y | -8.2% | +0.8% | -9.0% | -18.9% |
| 5Y | -25.4% | -71.7% | +46.2% | -37.4% |
| All | -6.0% | -61.3% | +55.3% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling