+25.6%
EOG vs TSEM
+663.1%
-637.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | -1.3% | +4.7% | -6.0% | -1.5% |
| 30D | +3.4% | -14.2% | +17.6% | +4.0% |
| 3M | +7.8% | -5.0% | +12.9% | +7.4% |
| 6M | +13.4% | +87.6% | -74.2% | +5.8% |
| YTD | +43.5% | +84.4% | -41.0% | +33.2% |
| 1Y | +29.7% | +235.4% | -205.7% | +11.5% |
| All | +25.6% | +663.1% | -637.5% | -3.9% |
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