+1,672.6%
TSM vs EOG
+136.8%
+1,535.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.1% |
| 7D | +14.8% | +7.4% | +7.4% | +13.3% |
| 30D | -8.9% | +2.3% | -11.2% | -9.4% |
| 3M | -5.3% | +9.5% | -14.7% | -7.2% |
| 6M | +2.6% | +17.7% | -15.1% | -1.6% |
| YTD | +34.5% | +52.9% | -18.4% | +20.8% |
| 1Y | +41.0% | +47.7% | -6.7% | +27.6% |
| 3Y | +333.1% | +41.1% | +292.0% | +292.4% |
| 5Y | +270.1% | +108.2% | +161.9% | +202.1% |
| All | +1,672.6% | +136.8% | +1,535.8% | +1,207.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling