+118.9%
EOG vs TSEM
+1,313.0%
-1,194.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.3% |
| 7D | +1.5% | -4.9% | +6.4% | +2.3% |
| 30D | +2.9% | -18.7% | +21.7% | +6.2% |
| 3M | +8.7% | -18.1% | +26.9% | +10.1% |
| 6M | +12.9% | +77.1% | -64.2% | -5.3% |
| YTD | +43.8% | +80.1% | -36.3% | +18.7% |
| 1Y | +27.1% | +220.4% | -193.3% | -9.6% |
| 3Y | +25.9% | +650.1% | -624.2% | -31.5% |
| 5Y | +177.9% | +628.9% | -450.9% | +44.4% |
| All | +118.9% | +1,313.0% | -1,194.1% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling