+149.7%
EOG vs TXG
+27.0%
+122.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.3% |
| 7D | +1.5% | +9.5% | -8.0% | +0.9% |
| 30D | +2.9% | +18.8% | -15.8% | +1.8% |
| 3M | +8.7% | +136.1% | -127.4% | +2.7% |
| 6M | +12.9% | +235.2% | -222.3% | +3.4% |
| YTD | +43.8% | +320.5% | -276.7% | +29.0% |
| 1Y | +27.1% | +425.2% | -398.1% | +11.3% |
| 3Y | +25.9% | +42.9% | -17.0% | +17.5% |
| 5Y | +177.9% | -62.8% | +240.8% | +179.7% |
| All | +149.7% | +27.0% | +122.7% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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