+1,813.9%
EOG vs TCOM
+2,694.8%
-880.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +1.3% | -9.5% | +10.8% | +3.4% |
| 30D | +8.2% | -10.7% | +18.9% | +10.7% |
| 3M | +3.8% | -14.6% | +18.5% | +6.8% |
| 6M | +15.3% | -19.3% | +34.6% | +19.6% |
| YTD | +41.7% | -42.9% | +84.7% | +56.7% |
| 1Y | +23.6% | -43.8% | +67.3% | +36.9% |
| 3Y | +23.3% | +2.1% | +21.2% | +15.0% |
| 5Y | +170.4% | +31.2% | +139.2% | +121.7% |
| 10Y | +125.5% | -13.9% | +139.4% | +93.7% |
| All | +1,813.9% | +2,694.8% | -880.9% | +733.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling