+8.8%
TYL vs EOSE
-82.7%
+91.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.3% | +1.2% |
| 7D | +4.3% | -8.4% | +12.7% | +4.6% |
| 30D | +28.0% | -31.0% | +58.9% | +29.6% |
| 3M | +32.3% | -57.0% | +89.4% | +36.4% |
| 6M | +29.9% | -78.3% | +108.2% | +37.4% |
| YTD | -7.1% | -84.8% | +77.7% | -1.6% |
| 1Y | -9.2% | -90.9% | +81.7% | -1.2% |
| 3Y | +0.7% | +35.9% | -35.2% | -14.6% |
| 5Y | -21.1% | -84.1% | +63.0% | -32.1% |
| All | +8.8% | -82.7% | +91.5% | -1.8% |
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