-44.5%
TOST vs EOG
+157.8%
-202.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.8% |
| 7D | +9.4% | -11.1% | +20.6% | +12.6% |
| 30D | +13.5% | +2.7% | +10.8% | +12.0% |
| 3M | -0.1% | +8.8% | -8.9% | -3.2% |
| 6M | +22.5% | +10.8% | +11.7% | +16.8% |
| YTD | -2.4% | +44.6% | -46.9% | -15.9% |
| 1Y | -4.7% | +44.6% | -49.3% | -18.0% |
| 3Y | +103.2% | +29.5% | +73.7% | +80.2% |
| 5Y | -41.2% | +96.3% | -137.5% | -54.0% |
| All | -44.5% | +157.8% | -202.3% | -56.2% |
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