+56.7%
EOG vs TLN
+733.8%
-677.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +1.1% |
| 7D | +7.4% | +22.3% | -14.9% | +6.8% |
| 30D | +2.3% | +1.2% | +1.1% | +2.2% |
| 3M | +9.5% | +5.9% | +3.5% | +9.2% |
| 6M | +17.7% | +3.2% | +14.4% | +17.3% |
| YTD | +52.9% | +3.2% | +49.8% | +52.0% |
| 1Y | +47.7% | +5.2% | +42.5% | +46.3% |
| 3Y | +41.1% | +606.3% | -565.1% | +16.6% |
| All | +56.7% | +733.8% | -677.1% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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