+131.2%
TLT vs EOG
+2,428.0%
-2,296.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.1% |
| 7D | -0.4% | +1.3% | -1.7% | -0.3% |
| 30D | -0.6% | +8.2% | -8.7% | +0.2% |
| 3M | -2.7% | +3.8% | -6.6% | -2.2% |
| 6M | -5.6% | +15.3% | -20.9% | -4.0% |
| YTD | -2.8% | +41.7% | -44.5% | +1.0% |
| 1Y | -1.4% | +23.6% | -25.0% | +1.1% |
| 3Y | -1.6% | +23.3% | -24.9% | +1.5% |
| 5Y | -33.8% | +170.4% | -204.2% | -24.6% |
| 10Y | -21.1% | +125.5% | -146.7% | -6.7% |
| All | +131.2% | +2,428.0% | -2,296.8% | +258.7% |
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