+178.1%
EOG vs TTMI
+798.2%
-620.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | +1.0% | +6.0% | -5.0% | +0.5% |
| 30D | +2.8% | -6.4% | +9.3% | +3.1% |
| 3M | +5.9% | -28.9% | +34.8% | +8.1% |
| 6M | +17.1% | +26.9% | -9.8% | +10.6% |
| YTD | +43.9% | +77.3% | -33.4% | +28.1% |
| 1Y | +26.9% | +147.5% | -120.6% | +5.2% |
| 3Y | +23.6% | +847.6% | -824.1% | -23.0% |
| 5Y | +178.1% | +802.2% | -624.1% | +72.4% |
| All | +178.1% | +798.2% | -620.1% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling