+93.0%
TFC vs EOG
+22.2%
+70.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | -1.3% | -1.3% | 0.0% | -1.0% |
| 30D | -2.3% | +3.4% | -5.7% | -3.2% |
| 3M | +2.5% | +7.8% | -5.4% | +0.1% |
| 6M | +9.5% | +13.4% | -3.9% | +4.3% |
| YTD | +5.1% | +43.5% | -38.4% | -8.9% |
| 1Y | +15.5% | +29.7% | -14.2% | +4.1% |
| All | +93.0% | +22.2% | +70.8% | +71.2% |
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