+298.8%
TMUS vs EOG
+510.2%
-211.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.4% |
| 7D | +8.2% | +4.6% | +3.6% | +6.9% |
| 30D | +13.4% | +2.9% | +10.5% | +12.2% |
| 3M | -3.0% | +8.0% | -11.0% | -5.4% |
| 6M | -8.8% | +17.0% | -25.8% | -13.3% |
| YTD | -13.8% | +51.1% | -64.9% | -23.9% |
| 1Y | -17.1% | +45.1% | -62.2% | -26.0% |
| 3Y | +22.7% | +39.4% | -16.8% | +8.3% |
| 5Y | +52.8% | +105.6% | -52.7% | +14.8% |
| 10Y | +244.6% | +133.5% | +111.2% | +111.5% |
| All | +298.8% | +510.2% | -211.4% | +15.8% |
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