-25.8%
TE vs EOG
+45.9%
-71.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.2% | +1.7% | -7.4% |
| 7D | +3.8% | -8.6% | +12.4% | -3.0% |
| 30D | -26.2% | +2.8% | -29.0% | -23.9% |
| 3M | -49.7% | +3.2% | -52.9% | -46.9% |
| 6M | -46.5% | +5.3% | -51.8% | -40.7% |
| YTD | -59.1% | +44.5% | -103.6% | -51.8% |
| 1Y | -25.8% | +44.2% | -70.0% | -14.3% |
| All | -25.8% | +45.9% | -71.7% | -14.3% |
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 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