-53.2%
TE vs EOG
+123.0%
-176.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -4.0% | +1.3% | -5.3% | -4.2% |
| 30D | -15.9% | +8.2% | -24.1% | -17.0% |
| 3M | -60.5% | +3.8% | -64.4% | -61.0% |
| 6M | -35.2% | +15.3% | -50.5% | -37.5% |
| YTD | -31.1% | +41.7% | -72.8% | -36.3% |
| 1Y | +148.6% | +23.6% | +125.1% | +135.6% |
| 3Y | -26.4% | +23.3% | -49.7% | -30.3% |
| 5Y | -48.0% | +170.4% | -218.4% | -52.7% |
| All | -53.2% | +123.0% | -176.1% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling