+4,107.9%
EOG vs TKO
+1,406.3%
+2,701.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.6% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | +3.4% | +0.9% | +2.5% | +3.0% |
| 3M | +7.8% | -6.2% | +14.0% | +8.8% |
| 6M | +13.4% | -5.6% | +19.0% | +13.8% |
| YTD | +43.5% | -7.8% | +51.3% | +44.3% |
| 1Y | +29.7% | -1.2% | +30.9% | +28.2% |
| 3Y | +23.2% | +106.5% | -83.3% | +2.6% |
| 5Y | +176.4% | +310.4% | -133.9% | +96.0% |
| 10Y | +119.1% | +987.5% | -868.4% | +24.6% |
| All | +4,107.9% | +1,406.3% | +2,701.6% | +1,735.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling