+47.1%
EOG vs TLN
+589.3%
-542.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.2% |
| 7D | -1.3% | +5.8% | -7.1% | -1.5% |
| 30D | +3.4% | -6.9% | +10.2% | +3.5% |
| 3M | +7.8% | -10.9% | +18.7% | +8.0% |
| 6M | +13.4% | -4.6% | +18.0% | +12.8% |
| YTD | +43.5% | -14.7% | +58.2% | +43.4% |
| 1Y | +29.7% | -17.9% | +47.6% | +29.7% |
| 3Y | +23.2% | +483.9% | -460.7% | +2.8% |
| All | +47.1% | +589.3% | -542.2% | +14.6% |
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