+2,700.2%
TFC vs EOG
+7,415.7%
-4,715.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +2.4% | +1.3% | +1.1% | +2.1% |
| 30D | -1.3% | +8.2% | -9.5% | -3.4% |
| 3M | +6.1% | +3.8% | +2.2% | +4.5% |
| 6M | +7.3% | +15.3% | -8.0% | +2.4% |
| YTD | +8.2% | +41.7% | -33.5% | -2.4% |
| 1Y | +14.4% | +23.6% | -9.1% | +6.8% |
| 3Y | +93.7% | +23.3% | +70.4% | +79.4% |
| 5Y | +16.4% | +170.4% | -154.0% | -13.8% |
| 10Y | +101.6% | +125.5% | -24.0% | +45.6% |
| All | +2,700.2% | +7,415.7% | -4,715.5% | +1,390.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling