+8,608.6%
EOG vs TRMB
+3,168.1%
+5,440.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | +7.4% | +4.1% | +3.3% | +6.8% |
| 30D | +2.3% | -7.0% | +9.3% | +3.2% |
| 3M | +9.5% | -0.9% | +10.4% | +9.3% |
| 6M | +17.7% | -1.2% | +18.9% | +17.1% |
| YTD | +52.9% | -28.7% | +81.7% | +59.2% |
| 1Y | +47.7% | -32.1% | +79.7% | +54.7% |
| 3Y | +41.1% | +33.4% | +7.7% | +32.8% |
| 5Y | +108.2% | -35.6% | +143.8% | +114.8% |
| 10Y | +136.3% | +103.8% | +32.5% | +108.5% |
| All | +8,608.6% | +3,168.1% | +5,440.5% | +6,818.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 all: compounded portfolio wealth divided by compounded TRMB 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…
all analysis · Full analysis span regression · 6 months rolling