+4,531.9%
EOG vs TDY
+6,969.6%
-2,437.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +1.0% | -1.9% | +2.9% | +1.5% |
| 30D | +2.8% | -12.5% | +15.3% | +6.7% |
| 3M | +5.9% | -0.8% | +6.7% | +5.7% |
| 6M | +17.1% | -9.0% | +26.0% | +19.1% |
| YTD | +43.9% | +16.8% | +27.1% | +36.1% |
| 1Y | +26.9% | +9.5% | +17.4% | +21.9% |
| 3Y | +23.6% | +45.4% | -21.9% | +8.5% |
| 5Y | +178.1% | +37.8% | +140.3% | +145.6% |
| 10Y | +119.8% | +470.2% | -350.4% | +40.1% |
| All | +4,531.9% | +6,969.6% | -2,437.7% | +2,003.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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