+43.2%
EOG vs TSEM
+547.1%
-503.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.9% | +8.7% | +2.0% |
| 7D | +7.6% | +7.0% | +0.7% | +7.3% |
| 30D | +3.4% | -29.8% | +33.1% | +4.3% |
| 3M | +12.7% | -41.9% | +54.6% | +14.4% |
| 6M | +19.0% | -45.8% | +64.8% | +20.6% |
| YTD | +55.6% | +25.1% | +30.5% | +44.8% |
| 1Y | +49.5% | +48.2% | +1.3% | +36.0% |
| 3Y | +43.2% | +476.5% | -433.3% | +4.7% |
| All | +43.2% | +547.1% | -503.9% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling