+16.2%
TFC vs EOG
+49.4%
-33.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.4% |
| 7D | +2.3% | +7.6% | -5.3% | +3.2% |
| 30D | +10.8% | +3.4% | +7.4% | +11.2% |
| 3M | -3.8% | +12.7% | -16.5% | -2.1% |
| 6M | +9.6% | +19.0% | -9.4% | +12.6% |
| YTD | +5.8% | +55.6% | -49.8% | +6.8% |
| 1Y | +16.2% | +49.5% | -33.4% | +19.0% |
| All | +16.2% | +49.4% | -33.2% | +19.0% |
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 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