+75.7%
TFC vs EOG
+141.0%
-65.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.6% |
| 7D | +2.3% | +7.6% | -5.3% | -0.6% |
| 30D | +10.8% | +3.4% | +7.4% | +9.0% |
| 3M | -3.8% | +12.7% | -16.5% | -8.6% |
| 6M | +9.6% | +19.0% | -9.4% | +0.9% |
| YTD | +5.8% | +55.6% | -49.8% | -13.7% |
| 1Y | +16.2% | +49.5% | -33.4% | -3.8% |
| 3Y | +96.0% | +43.2% | +52.8% | +62.8% |
| 5Y | +1.7% | +111.8% | -110.1% | -32.4% |
| All | +75.7% | +141.0% | -65.3% | -13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling