+133.0%
EOG vs TPR
+365.1%
-232.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +7.4% | -1.1% | +8.6% | +7.7% |
| 30D | +2.3% | +15.1% | -12.8% | -2.0% |
| 3M | +9.5% | -13.4% | +22.9% | +12.7% |
| 6M | +17.7% | +1.4% | +16.3% | +15.0% |
| YTD | +52.9% | +4.8% | +48.1% | +45.3% |
| 1Y | +47.7% | +29.2% | +18.5% | +31.3% |
| 3Y | +41.1% | +403.7% | -362.6% | -24.4% |
| 5Y | +108.2% | +230.8% | -122.6% | +22.6% |
| All | +133.0% | +365.1% | -232.0% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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