+118.9%
EOG vs TCOM
-9.8%
+128.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +1.5% | -4.9% | +6.4% | +2.5% |
| 30D | +2.9% | -14.4% | +17.3% | +6.0% |
| 3M | +8.7% | -17.7% | +26.4% | +12.5% |
| 6M | +12.9% | -25.1% | +38.0% | +18.7% |
| YTD | +43.8% | -45.7% | +89.6% | +60.0% |
| 1Y | +27.1% | -47.9% | +74.9% | +42.4% |
| 3Y | +25.9% | +8.9% | +17.0% | +14.1% |
| 5Y | +177.9% | +26.9% | +151.1% | +125.7% |
| All | +118.9% | -9.8% | +128.7% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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