+151.1%
TOST vs EOG
+43.2%
+107.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.7% | +3.1% |
| 7D | 0.0% | +7.6% | -7.6% | -1.4% |
| 30D | +16.2% | +3.4% | +12.8% | +15.0% |
| 3M | -1.5% | +12.7% | -14.2% | -4.8% |
| 6M | +55.3% | +19.0% | +36.3% | +46.2% |
| YTD | -2.3% | +55.6% | -57.9% | -19.3% |
| 1Y | -5.5% | +49.5% | -55.1% | -20.4% |
| 3Y | +151.1% | +43.2% | +108.0% | +116.8% |
| All | +151.1% | +43.2% | +107.9% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling