+131.0%
EOG vs TW
+301.3%
-170.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +7.6% | +3.9% | +3.7% | +6.6% |
| 30D | +3.4% | +19.9% | -16.6% | -1.4% |
| 3M | +12.7% | +25.9% | -13.2% | +5.9% |
| 6M | +19.0% | +21.1% | -2.1% | +12.5% |
| YTD | +55.6% | +23.9% | +31.7% | +45.2% |
| 1Y | +49.5% | +21.2% | +28.3% | +40.5% |
| 3Y | +43.2% | +44.8% | -1.6% | +24.1% |
| 5Y | +111.8% | +41.4% | +70.4% | +81.7% |
| All | +131.0% | +301.3% | -170.4% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling