+145.2%
TE vs EOG
+28.1%
+117.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.6% |
| 7D | +0.2% | +1.5% | -1.3% | +1.3% |
| 30D | -5.9% | +2.9% | -8.9% | -3.7% |
| 3M | -45.6% | +8.7% | -54.3% | -41.0% |
| 6M | -43.4% | +12.9% | -56.3% | -37.3% |
| YTD | -31.0% | +43.8% | -74.8% | -25.4% |
| 1Y | +145.2% | +27.1% | +118.1% | +213.9% |
| All | +145.2% | +28.1% | +117.2% | +213.9% |
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