+44.2%
EOG vs TMF
-23.9%
+68.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.5% | -7.7% | -4.4% |
| 7D | -8.6% | +4.0% | -12.6% | -7.3% |
| 30D | +2.8% | +19.5% | -16.7% | +9.6% |
| 3M | +3.2% | -3.5% | +6.7% | +1.4% |
| 6M | +5.3% | -10.6% | +15.9% | +1.7% |
| YTD | +44.5% | -17.1% | +61.6% | +37.5% |
| 1Y | +44.2% | -24.3% | +68.4% | +36.1% |
| All | +44.2% | -23.9% | +68.0% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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