+234.1%
TER vs EOG
+28.5%
+205.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +3.5% |
| 7D | +12.4% | -1.3% | +13.7% | +11.9% |
| 30D | +5.1% | +3.4% | +1.8% | +6.3% |
| 3M | +4.0% | +7.8% | -3.9% | +8.6% |
| 6M | +29.5% | +13.4% | +16.2% | +31.0% |
| YTD | +98.5% | +43.5% | +55.0% | +83.9% |
| 1Y | +234.1% | +29.7% | +204.4% | +218.8% |
| All | +234.1% | +28.5% | +205.6% | +218.8% |
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