+29.5%
EOG vs TPR
+407.4%
-377.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.6% |
| 7D | -11.1% | +14.2% | -25.3% | -11.5% |
| 30D | +2.7% | +17.1% | -14.4% | +2.2% |
| 3M | +8.8% | -17.7% | +26.5% | +9.6% |
| 6M | +10.8% | -10.2% | +21.0% | +11.3% |
| YTD | +44.6% | +4.9% | +39.7% | +42.5% |
| 1Y | +44.6% | +36.1% | +8.5% | +38.1% |
| 3Y | +29.5% | +416.5% | -387.0% | -4.5% |
| All | +29.5% | +407.4% | -377.9% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling