+118.9%
EOG vs TTMI
+1,127.6%
-1,008.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.4% | -0.7% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | +2.9% | -8.4% | +11.4% | +4.1% |
| 3M | +8.7% | -32.5% | +41.2% | +14.7% |
| 6M | +12.9% | +32.5% | -19.6% | +0.4% |
| YTD | +43.8% | +83.2% | -39.4% | +15.7% |
| 1Y | +27.1% | +161.7% | -134.6% | -9.2% |
| 3Y | +25.9% | +890.1% | -864.2% | -42.1% |
| 5Y | +177.9% | +832.4% | -654.5% | +23.3% |
| All | +118.9% | +1,127.6% | -1,008.7% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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