+22.7%
EOG vs TMF
-41.6%
+64.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +1.3% | -1.4% | +2.7% | +1.2% |
| 30D | +8.2% | -2.8% | +11.0% | +8.0% |
| 3M | +3.8% | -10.9% | +14.7% | +3.3% |
| 6M | +15.3% | -21.3% | +36.6% | +14.5% |
| YTD | +41.7% | -15.9% | +57.6% | +40.9% |
| 1Y | +23.6% | -15.7% | +39.3% | +22.8% |
| All | +22.7% | -41.6% | +64.4% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling