+33.7%
EOG vs TEM
+53.2%
-19.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.7% | +5.8% | +1.3% |
| 7D | -1.3% | -1.1% | -0.2% | -1.3% |
| 30D | +3.4% | +11.3% | -7.9% | +2.7% |
| 3M | +7.8% | +25.5% | -17.7% | +6.3% |
| 6M | +13.4% | +17.1% | -3.8% | +11.8% |
| YTD | +43.5% | +3.8% | +39.7% | +42.1% |
| 1Y | +29.7% | -24.4% | +54.0% | +30.5% |
| All | +33.7% | +53.2% | -19.5% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 3y: compounded portfolio wealth divided by compounded TEM 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…
3y analysis · Full analysis span regression · 6 months rolling