-24.1%
TE vs EOG
+22.5%
-46.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | +0.2% | +1.5% | -1.3% | -0.1% |
| 30D | -5.9% | +2.9% | -8.9% | -6.8% |
| 3M | -45.6% | +8.7% | -54.3% | -47.7% |
| 6M | -43.4% | +12.9% | -56.3% | -47.5% |
| YTD | -31.0% | +43.8% | -74.8% | -45.9% |
| 1Y | +145.2% | +27.1% | +118.1% | +108.6% |
| 3Y | -24.1% | +25.9% | -50.0% | -38.9% |
| All | -24.1% | +22.5% | -46.6% | -38.9% |
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 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