+2,604.8%
TFC vs EOG
+8,009.8%
-5,405.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.8% |
| 3M | -4.3% | +9.5% | -13.8% | -6.9% |
| 6M | +5.4% | +17.7% | -12.2% | +0.2% |
| YTD | +4.5% | +52.9% | -48.4% | -7.8% |
| 1Y | +14.0% | +47.7% | -33.7% | +1.4% |
| 3Y | +93.4% | +41.1% | +52.2% | +72.9% |
| 5Y | +0.5% | +108.2% | -107.8% | -20.6% |
| 10Y | +77.7% | +136.3% | -58.6% | +26.5% |
| All | +2,604.8% | +8,009.8% | -5,405.0% | +1,308.1% |
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 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