+26.0%
EOG vs TSLQ
-95.5%
+121.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.4% |
| 7D | +1.0% | +5.7% | -4.7% | +1.2% |
| 30D | +2.8% | -21.1% | +23.9% | +2.3% |
| 3M | +5.9% | -11.5% | +17.4% | +5.8% |
| 6M | +17.1% | -14.9% | +32.0% | +17.2% |
| YTD | +43.9% | +2.4% | +41.5% | +45.6% |
| 1Y | +26.9% | -49.8% | +76.7% | +24.4% |
| All | +26.0% | -95.5% | +121.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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