+0.5%
TFC vs EOG
+109.0%
-108.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +0.1% | +7.4% | -7.3% | -1.7% |
| 30D | +8.6% | +2.3% | +6.4% | +7.7% |
| 3M | -4.3% | +9.5% | -13.8% | -7.0% |
| 6M | +5.4% | +17.7% | -12.2% | -0.2% |
| YTD | +4.5% | +52.9% | -48.4% | -9.9% |
| 1Y | +14.0% | +47.7% | -33.7% | -0.7% |
| 3Y | +93.4% | +41.1% | +52.2% | +69.3% |
| 5Y | +0.5% | +108.2% | -107.8% | -28.1% |
| All | +0.5% | +109.0% | -108.5% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling