-45.7%
TOST vs EOG
+152.7%
-198.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -3.4% | +1.3% | -4.7% | -3.8% |
| 30D | -2.4% | +8.2% | -10.6% | -4.7% |
| 3M | +34.6% | +3.8% | +30.8% | +32.1% |
| 6M | +15.2% | +15.3% | -0.1% | +8.5% |
| YTD | -4.4% | +41.7% | -46.1% | -16.6% |
| 1Y | -17.4% | +23.6% | -41.0% | -24.5% |
| 3Y | +54.5% | +23.3% | +31.2% | +39.6% |
| All | -45.7% | +152.7% | -198.4% | -56.5% |
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