+137.1%
EOG vs TT
+725.1%
-588.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.2% | +2.2% |
| 7D | +7.6% | +4.0% | +3.6% | +6.1% |
| 30D | +3.4% | -11.3% | +14.7% | +7.4% |
| 3M | +12.7% | -12.3% | +25.0% | +17.2% |
| 6M | +19.0% | -10.8% | +29.8% | +21.8% |
| YTD | +55.6% | +8.2% | +47.4% | +46.0% |
| 1Y | +49.5% | +1.5% | +48.1% | +43.8% |
| 3Y | +43.2% | +91.5% | -48.3% | +0.4% |
| 5Y | +111.8% | +130.2% | -18.4% | +31.1% |
| All | +137.1% | +725.1% | -588.0% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling