+57.6%
T vs EOG
+106.0%
-48.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | +2.0% | +4.6% | -2.6% | +1.5% |
| 30D | -1.0% | +2.9% | -3.9% | -1.5% |
| 3M | -8.1% | +8.0% | -16.1% | -9.1% |
| 6M | -8.3% | +17.0% | -25.3% | -10.3% |
| YTD | -6.1% | +51.1% | -57.2% | -10.9% |
| 1Y | -7.4% | +45.1% | -52.5% | -11.7% |
| 3Y | +65.4% | +39.4% | +26.0% | +56.9% |
| 5Y | +57.6% | +105.6% | -47.9% | +36.3% |
| All | +57.6% | +106.0% | -48.3% | +36.3% |
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