-17.4%
TOST vs EOG
+24.8%
-42.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | 0.0% |
| 7D | -3.4% | +1.3% | -4.7% | -3.2% |
| 30D | -2.4% | +8.2% | -10.6% | -1.2% |
| 3M | +34.6% | +3.8% | +30.8% | +35.4% |
| 6M | +15.2% | +15.3% | -0.1% | +15.2% |
| YTD | -4.4% | +41.7% | -46.1% | -6.0% |
| 1Y | -17.4% | +23.6% | -41.0% | -19.8% |
| All | -17.4% | +24.8% | -42.2% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling