+23.6%
EOG vs TSEM
+259.4%
-235.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.8% | -8.4% | -0.5% |
| 7D | +1.3% | +6.9% | -5.6% | +1.4% |
| 30D | +8.2% | +5.3% | +2.9% | +8.2% |
| 3M | +3.8% | -14.9% | +18.7% | +3.9% |
| 6M | +15.3% | +80.0% | -64.7% | +14.8% |
| YTD | +41.7% | +89.4% | -47.6% | +39.9% |
| 1Y | +23.6% | +253.1% | -229.5% | +16.7% |
| All | +23.6% | +259.4% | -235.8% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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