-34.9%
TLT vs EOG
+179.2%
-214.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.5% |
| 7D | -0.3% | -1.3% | +1.0% | -0.3% |
| 30D | 0.0% | +3.4% | -3.4% | +0.2% |
| 3M | -2.9% | +7.8% | -10.7% | -2.3% |
| 6M | -6.3% | +13.4% | -19.6% | -5.4% |
| YTD | -3.3% | +43.5% | -46.8% | -1.2% |
| 1Y | -4.2% | +29.7% | -33.9% | -2.5% |
| 3Y | -1.7% | +23.2% | -24.8% | -0.1% |
| 5Y | -34.9% | +176.4% | -211.3% | -29.0% |
| All | -34.9% | +179.2% | -214.1% | -29.0% |
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 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