+320.5%
TMUS vs EOG
+472.3%
-151.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -2.9% | -3.3% |
| 7D | +0.1% | +1.3% | -1.2% | -0.3% |
| 30D | +5.3% | +8.2% | -2.9% | +2.9% |
| 3M | +3.1% | +3.8% | -0.7% | +1.7% |
| 6M | -16.5% | +15.3% | -31.8% | -20.2% |
| YTD | -9.2% | +41.7% | -50.9% | -18.1% |
| 1Y | -26.5% | +23.6% | -50.0% | -31.4% |
| 3Y | +39.0% | +23.3% | +15.7% | +27.0% |
| 5Y | +40.4% | +170.4% | -130.0% | -3.4% |
| 10Y | +303.7% | +125.5% | +178.2% | +149.0% |
| All | +320.5% | +472.3% | -151.8% | +24.6% |
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