+21.8%
EOG vs TLN
+494.5%
-472.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | +0.1% |
| 7D | -2.0% | +10.9% | -12.9% | -2.3% |
| 30D | +7.9% | -6.3% | +14.2% | +8.0% |
| 3M | +4.5% | -10.7% | +15.2% | +4.6% |
| 6M | +12.3% | +1.6% | +10.7% | +11.4% |
| YTD | +41.9% | -13.1% | +55.0% | +41.7% |
| 1Y | +27.8% | -15.1% | +42.9% | +27.6% |
| 3Y | +21.8% | +495.0% | -473.2% | +6.5% |
| All | +21.8% | +494.5% | -472.7% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling