+25.9%
EOG vs TTMI
+876.4%
-850.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.4% | -0.2% |
| 7D | +1.5% | +0.7% | +0.8% | +1.5% |
| 30D | +2.9% | -8.4% | +11.4% | +3.2% |
| 3M | +8.7% | -32.5% | +41.2% | +10.5% |
| 6M | +12.9% | +32.5% | -19.6% | +8.5% |
| YTD | +43.8% | +83.2% | -39.4% | +32.0% |
| 1Y | +27.1% | +161.7% | -134.6% | +9.4% |
| 3Y | +25.9% | +890.1% | -864.2% | -10.9% |
| All | +25.9% | +876.4% | -850.5% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling