+21.3%
TFC vs EOG
+45.9%
-24.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.2% | +8.2% | +2.3% |
| 7D | +5.1% | -8.6% | +13.7% | +4.0% |
| 30D | +9.8% | +2.8% | +7.0% | +10.0% |
| 3M | -2.4% | +3.2% | -5.6% | -1.8% |
| 6M | +4.9% | +5.3% | -0.4% | +6.1% |
| YTD | +6.6% | +44.5% | -37.9% | +6.5% |
| 1Y | +21.3% | +44.2% | -22.8% | +21.6% |
| All | +21.3% | +45.9% | -24.6% | +21.6% |
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