+2,388.9%
EOG vs TECK
+2,265.7%
+123.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.0% | -1.2% |
| 7D | -2.0% | +7.8% | -9.8% | -4.4% |
| 30D | +7.9% | +8.3% | -0.4% | +4.9% |
| 3M | +4.5% | +16.1% | -11.6% | -2.0% |
| 6M | +12.3% | +42.9% | -30.5% | -3.5% |
| YTD | +41.9% | +50.8% | -8.9% | +18.5% |
| 1Y | +27.8% | +106.1% | -78.2% | -4.9% |
| 3Y | +21.8% | +84.0% | -62.2% | -10.3% |
| 5Y | +174.0% | +223.5% | -49.5% | +60.6% |
| 10Y | +110.4% | +378.1% | -267.7% | -3.2% |
| All | +2,388.9% | +2,265.7% | +123.1% | +705.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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