+2,253.6%
EOG vs TTMI
+522.4%
+1,731.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.3% |
| 7D | -2.0% | +12.2% | -14.2% | -3.7% |
| 30D | +7.9% | -5.7% | +13.6% | +8.3% |
| 3M | +4.5% | -27.5% | +32.0% | +7.5% |
| 6M | +12.3% | +47.1% | -34.8% | +1.9% |
| YTD | +41.9% | +87.5% | -45.6% | +22.5% |
| 1Y | +27.8% | +175.2% | -147.4% | +2.4% |
| 3Y | +21.8% | +901.9% | -880.1% | -22.9% |
| 5Y | +174.0% | +843.5% | -669.5% | +71.5% |
| 10Y | +110.4% | +1,077.0% | -966.6% | +24.7% |
| All | +2,253.6% | +522.4% | +1,731.2% | +1,098.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling