+129.5%
TLT vs EOG
+2,595.4%
-2,465.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | +0.2% |
| 7D | -1.0% | +4.6% | -5.6% | -0.6% |
| 30D | +4.1% | +2.9% | +1.3% | +4.5% |
| 3M | -0.4% | +8.0% | -8.3% | +0.5% |
| 6M | -3.2% | +17.0% | -20.1% | -1.4% |
| YTD | -3.5% | +51.1% | -54.6% | +1.0% |
| 1Y | -5.8% | +45.1% | -50.9% | -1.8% |
| 3Y | +4.6% | +39.4% | -34.9% | +9.3% |
| 5Y | -34.4% | +105.6% | -140.0% | -27.5% |
| 10Y | -11.4% | +133.5% | -144.9% | +5.1% |
| All | +129.5% | +2,595.4% | -2,465.9% | +258.5% |
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