+290.8%
TMUS vs EOG
+489.0%
-198.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.3% | +3.9% |
| 7D | +5.3% | -6.0% | +11.3% | +7.0% |
| 30D | +13.5% | +0.9% | +12.7% | +13.0% |
| 3M | -4.2% | +10.9% | -15.1% | -7.3% |
| 6M | -11.9% | +15.8% | -27.7% | -16.0% |
| YTD | -15.6% | +45.8% | -61.4% | -24.7% |
| 1Y | -16.8% | +45.3% | -62.1% | -25.8% |
| 3Y | +20.8% | +36.2% | -15.4% | +7.3% |
| 5Y | +48.0% | +94.0% | -45.9% | +13.0% |
| 10Y | +234.7% | +120.5% | +114.2% | +109.2% |
| All | +290.8% | +489.0% | -198.2% | +14.6% |
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