+108.2%
T vs EOG
+21.8%
+86.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.5% | -2.0% | +0.5% | -1.4% |
| 30D | +7.6% | +7.9% | -0.3% | +6.7% |
| 3M | +15.3% | +4.5% | +10.8% | +14.5% |
| 6M | -8.5% | +12.3% | -20.8% | -9.6% |
| YTD | +6.8% | +41.9% | -35.1% | +3.3% |
| 1Y | -7.2% | +27.8% | -35.1% | -9.6% |
| 3Y | +108.2% | +21.8% | +86.5% | +99.8% |
| All | +108.2% | +21.8% | +86.4% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling