+69.5%
T vs EOG
+169.9%
-100.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.5% | +1.5% | 0.0% | +1.3% |
| 30D | +7.5% | +2.9% | +4.5% | +7.1% |
| 3M | +14.8% | +8.7% | +6.1% | +13.5% |
| 6M | -1.7% | +12.9% | -14.6% | -3.4% |
| YTD | +8.7% | +43.8% | -35.1% | +3.9% |
| 1Y | -7.5% | +27.1% | -34.5% | -10.4% |
| 3Y | +110.2% | +25.9% | +84.3% | +102.0% |
| All | +69.5% | +169.9% | -100.4% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling