+8,096.9%
TMO vs EOG
+7,533.2%
+563.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -2.5% | +1.0% | -3.5% | -2.6% |
| 30D | -0.3% | +2.8% | -3.1% | -0.8% |
| 3M | +25.3% | +5.9% | +19.4% | +23.6% |
| 6M | +20.9% | +17.1% | +3.8% | +16.6% |
| YTD | +4.3% | +43.9% | -39.6% | -3.3% |
| 1Y | +27.0% | +26.9% | +0.2% | +20.4% |
| 3Y | +17.5% | +23.6% | -6.0% | +10.8% |
| 5Y | +6.9% | +178.1% | -171.2% | -15.4% |
| 10Y | +332.0% | +119.8% | +212.2% | +225.0% |
| All | +8,096.9% | +7,533.2% | +563.7% | +3,178.5% |
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