+133.0%
EOG vs TAP
-47.7%
+180.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +7.4% | -6.3% | +13.7% | +10.3% |
| 30D | +2.3% | +2.7% | -0.4% | +0.4% |
| 3M | +9.5% | -3.7% | +13.2% | +10.1% |
| 6M | +17.7% | -2.0% | +19.7% | +16.7% |
| YTD | +52.9% | -12.3% | +65.3% | +58.0% |
| 1Y | +47.7% | -10.1% | +57.7% | +50.5% |
| 3Y | +41.1% | -25.3% | +66.4% | +52.2% |
| 5Y | +108.2% | -1.9% | +110.2% | +84.5% |
| All | +133.0% | -47.7% | +180.7% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling