+4,087.4%
EOG vs TSEM
+11.3%
+4,076.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.8% | -8.4% | -1.2% |
| 7D | +1.3% | +6.9% | -5.6% | +0.7% |
| 30D | +8.2% | +5.3% | +2.9% | +7.4% |
| 3M | +3.8% | -14.9% | +18.7% | +4.1% |
| 6M | +15.3% | +80.0% | -64.7% | +6.9% |
| YTD | +41.7% | +89.4% | -47.6% | +30.3% |
| 1Y | +23.6% | +253.1% | -229.5% | +6.8% |
| 3Y | +23.3% | +642.1% | -618.8% | -1.8% |
| 5Y | +170.4% | +659.1% | -488.7% | +112.7% |
| 10Y | +125.5% | +1,291.4% | -1,165.8% | +66.9% |
| All | +4,087.4% | +11.3% | +4,076.1% | +2,616.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling