-19.7%
TSCO vs EOG
+22.5%
-42.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -5.7% | +1.5% | -7.2% | -5.8% |
| 30D | -8.8% | +2.9% | -11.7% | -9.1% |
| 3M | +6.3% | +8.7% | -2.4% | +4.9% |
| 6M | -32.3% | +12.9% | -45.2% | -33.9% |
| YTD | -32.7% | +43.8% | -76.5% | -37.6% |
| 1Y | -43.7% | +27.1% | -70.7% | -46.6% |
| 3Y | -19.7% | +25.9% | -45.6% | -24.7% |
| All | -19.7% | +22.5% | -42.2% | -24.7% |
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