-8.4%
T vs EOG
+29.6%
-38.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -2.4% | +1.0% | -3.5% | -2.6% |
| 30D | +4.3% | +2.8% | +1.5% | +3.8% |
| 3M | +11.6% | +5.9% | +5.7% | +9.9% |
| 6M | -5.6% | +17.1% | -22.6% | -8.1% |
| YTD | +6.6% | +43.9% | -37.4% | +0.3% |
| 1Y | -8.4% | +26.9% | -35.3% | -14.0% |
| All | -8.4% | +29.6% | -38.0% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling