+118.9%
EOG vs TKO
+989.7%
-870.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | +1.5% | +2.3% | -0.8% | +0.9% |
| 30D | +2.9% | -2.5% | +5.4% | +3.4% |
| 3M | +8.7% | -10.6% | +19.3% | +11.2% |
| 6M | +12.9% | -5.1% | +18.0% | +13.2% |
| YTD | +43.8% | -8.2% | +52.0% | +45.0% |
| 1Y | +27.1% | -4.4% | +31.5% | +26.2% |
| 3Y | +25.9% | +100.4% | -74.5% | -0.5% |
| 5Y | +177.9% | +294.3% | -116.4% | +72.0% |
| All | +118.9% | +989.7% | -870.8% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling