+113.5%
EOG vs TW
+206.7%
-93.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +1.5% | -4.5% | +6.0% | +2.7% |
| 30D | +2.9% | -2.3% | +5.2% | +3.5% |
| 3M | +8.7% | +2.6% | +6.1% | +7.4% |
| 6M | +12.9% | -17.5% | +30.4% | +18.1% |
| YTD | +43.8% | -5.3% | +49.1% | +44.2% |
| 1Y | +27.1% | -14.8% | +41.8% | +31.2% |
| 3Y | +25.9% | +18.8% | +7.1% | +14.3% |
| 5Y | +177.9% | +20.7% | +157.2% | +144.4% |
| All | +113.5% | +206.7% | -93.2% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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