+119.1%
EOG vs TT
+906.5%
-787.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -1.3% | +1.4% | -2.7% | -1.8% |
| 30D | +3.4% | -6.7% | +10.0% | +5.8% |
| 3M | +7.8% | -5.4% | +13.3% | +8.9% |
| 6M | +13.4% | +4.4% | +9.0% | +9.2% |
| YTD | +43.5% | +14.9% | +28.6% | +32.6% |
| 1Y | +29.7% | +9.3% | +20.4% | +21.6% |
| 3Y | +23.2% | +121.7% | -98.6% | -19.0% |
| 5Y | +176.4% | +148.2% | +28.3% | +66.8% |
| 10Y | +119.1% | +957.3% | -838.1% | -37.1% |
| All | +119.1% | +906.5% | -787.4% | -37.1% |
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