+42.5%
EOG vs TEM
+89.7%
-47.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.7% | +1.4% |
| 7D | +7.4% | +7.8% | -0.3% | +7.1% |
| 30D | +2.3% | +11.2% | -9.0% | +1.7% |
| 3M | +9.5% | +39.0% | -29.5% | +7.5% |
| 6M | +17.7% | +61.6% | -44.0% | +14.2% |
| YTD | +52.9% | +28.5% | +24.4% | +49.6% |
| 1Y | +47.7% | +6.7% | +40.9% | +46.1% |
| All | +42.5% | +89.7% | -47.2% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling