-48.5%
TE vs EOG
+172.6%
-221.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.0% | -6.8% |
| 7D | +0.9% | +1.0% | -0.1% | +0.6% |
| 30D | -16.3% | +2.8% | -19.1% | -17.2% |
| 3M | -40.8% | +5.9% | -46.6% | -42.7% |
| 6M | -42.6% | +17.1% | -59.7% | -47.1% |
| YTD | -31.4% | +43.9% | -75.4% | -42.7% |
| 1Y | +144.9% | +26.9% | +118.0% | +115.7% |
| 3Y | -26.0% | +23.6% | -49.6% | -34.9% |
| 5Y | -48.5% | +178.1% | -226.6% | -60.2% |
| All | -48.5% | +172.6% | -221.1% | -60.2% |
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