+47.7%
EOG vs TLN
+3.1%
+44.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +1.4% |
| 7D | +7.4% | +22.3% | -14.9% | +9.2% |
| 30D | +2.3% | +1.2% | +1.1% | +2.2% |
| 3M | +9.5% | +5.9% | +3.5% | +10.2% |
| 6M | +17.7% | +3.2% | +14.4% | +19.2% |
| YTD | +52.9% | +3.2% | +49.8% | +57.1% |
| 1Y | +47.7% | +5.2% | +42.5% | +52.9% |
| All | +47.7% | +3.1% | +44.6% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling