+43.0%
TMUS vs EOG
+169.6%
-126.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | -2.0% | +1.8% | -0.1% |
| 30D | +3.1% | +7.9% | -4.8% | +2.3% |
| 3M | +2.4% | +4.5% | -2.1% | +1.8% |
| 6M | -17.1% | +12.3% | -29.4% | -18.1% |
| YTD | -9.1% | +41.9% | -50.9% | -12.2% |
| 1Y | -23.6% | +27.8% | -51.5% | -25.6% |
| 3Y | +38.8% | +21.8% | +17.0% | +34.9% |
| 5Y | +43.0% | +174.0% | -131.0% | +31.1% |
| All | +43.0% | +169.6% | -126.6% | +31.1% |
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 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