+94.0%
EOG vs TAP
+2.3%
+91.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | -6.0% | -7.8% | +1.8% | -4.7% |
| 30D | +0.9% | +7.1% | -6.3% | -0.8% |
| 3M | +10.9% | -7.0% | +17.9% | +12.0% |
| 6M | +15.8% | -3.8% | +19.6% | +15.8% |
| YTD | +45.8% | -11.7% | +57.5% | +48.2% |
| 1Y | +45.3% | -10.1% | +55.4% | +46.9% |
| 3Y | +36.2% | -23.7% | +59.9% | +42.0% |
| 5Y | +94.0% | +2.9% | +91.1% | +74.2% |
| All | +94.0% | +2.3% | +91.7% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling