+82.8%
EOG vs TSLQ
-97.2%
+180.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | -0.1% |
| 7D | +1.5% | -6.6% | +8.1% | +1.3% |
| 30D | +2.9% | -24.3% | +27.2% | +2.2% |
| 3M | +8.7% | -3.6% | +12.3% | +9.0% |
| 6M | +12.9% | -12.0% | +24.9% | +13.2% |
| YTD | +43.8% | +1.4% | +42.5% | +45.5% |
| 1Y | +27.1% | -43.6% | +70.6% | +25.5% |
| 3Y | +25.9% | -95.4% | +121.3% | +18.1% |
| All | +82.8% | -97.2% | +180.0% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling