+4,496.8%
EOG vs TSEM
-26.5%
+4,523.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.9% | +8.7% | +2.3% |
| 7D | +7.6% | +7.0% | +0.7% | +6.9% |
| 30D | +3.4% | -29.8% | +33.1% | +6.0% |
| 3M | +12.7% | -41.9% | +54.6% | +17.0% |
| 6M | +19.0% | -45.8% | +64.8% | +22.8% |
| YTD | +55.6% | +25.1% | +30.5% | +47.1% |
| 1Y | +49.5% | +48.2% | +1.3% | +39.0% |
| 3Y | +43.2% | +476.5% | -433.3% | +15.6% |
| 5Y | +111.8% | +301.4% | -189.6% | +74.9% |
| 10Y | +140.4% | +812.9% | -672.5% | +83.0% |
| All | +4,496.8% | -26.5% | +4,523.3% | +2,965.3% |
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