+277.2%
TER vs EOG
+21.8%
+255.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +11.0% | -2.0% | +13.0% | +11.4% |
| 30D | -1.9% | +7.9% | -9.8% | -3.4% |
| 3M | -0.7% | +4.5% | -5.2% | -1.7% |
| 6M | +36.4% | +12.3% | +24.1% | +29.1% |
| YTD | +92.4% | +41.9% | +50.6% | +64.0% |
| 1Y | +213.5% | +27.8% | +185.7% | +179.3% |
| 3Y | +277.2% | +21.8% | +255.4% | +229.9% |
| All | +277.2% | +21.8% | +255.4% | +229.9% |
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