+26.0%
EOG vs TXG
+39.1%
-13.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | +1.0% | +5.0% | -4.0% | +0.9% |
| 30D | +2.8% | +13.5% | -10.7% | +2.4% |
| 3M | +5.9% | +128.0% | -122.1% | +2.8% |
| 6M | +17.1% | +224.4% | -207.4% | +11.2% |
| YTD | +43.9% | +307.0% | -263.1% | +34.1% |
| 1Y | +26.9% | +427.2% | -400.4% | +15.2% |
| All | +26.0% | +39.1% | -13.1% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling