+7,833.4%
EOG vs TAP
+810.2%
+7,023.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | -6.0% | -7.8% | +1.8% | -4.3% |
| 30D | +0.9% | +7.1% | -6.3% | -1.1% |
| 3M | +10.9% | -7.0% | +17.9% | +12.2% |
| 6M | +15.8% | -3.8% | +19.6% | +15.9% |
| YTD | +45.8% | -11.7% | +57.5% | +48.4% |
| 1Y | +45.3% | -10.1% | +55.4% | +47.1% |
| 3Y | +36.2% | -23.7% | +59.9% | +41.6% |
| 5Y | +94.0% | +2.9% | +91.1% | +85.7% |
| 10Y | +120.5% | -49.5% | +170.0% | +138.2% |
| All | +7,833.4% | +810.2% | +7,023.2% | +5,926.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling