+13,634.3%
TSM vs EOG
+3,843.6%
+9,790.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +2.7% | +1.3% | +1.4% | +2.4% |
| 30D | +3.6% | +8.2% | -4.6% | +1.5% |
| 3M | -3.4% | +3.8% | -7.2% | -4.9% |
| 6M | +20.6% | +15.3% | +5.3% | +14.7% |
| YTD | +41.9% | +41.7% | +0.2% | +27.6% |
| 1Y | +84.4% | +23.6% | +60.8% | +71.5% |
| 3Y | +380.2% | +23.3% | +356.9% | +341.8% |
| 5Y | +275.3% | +170.4% | +104.9% | +172.8% |
| 10Y | +1,751.4% | +125.5% | +1,625.9% | +1,159.6% |
| All | +13,634.3% | +3,843.6% | +9,790.7% | +4,111.3% |
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