+411.0%
TSM vs EOG
+21.8%
+389.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | +6.0% | -2.0% | +8.1% | +6.2% |
| 30D | +4.5% | +7.9% | -3.4% | +3.7% |
| 3M | +3.1% | +4.5% | -1.4% | +2.6% |
| 6M | +30.2% | +12.3% | +17.9% | +26.5% |
| YTD | +45.2% | +41.9% | +3.3% | +32.0% |
| 1Y | +79.6% | +27.8% | +51.7% | +68.2% |
| 3Y | +411.0% | +21.8% | +389.2% | +380.6% |
| All | +411.0% | +21.8% | +389.1% | +380.6% |
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