+166.2%
EOG vs TXG
-62.8%
+229.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.2% |
| 7D | +1.5% | +9.5% | -8.0% | +1.1% |
| 30D | +2.9% | +18.8% | -15.8% | +2.1% |
| 3M | +8.7% | +136.1% | -127.4% | +4.1% |
| 6M | +12.9% | +235.2% | -222.3% | +5.5% |
| YTD | +43.8% | +320.5% | -276.7% | +31.9% |
| 1Y | +27.1% | +425.2% | -398.1% | +14.2% |
| 3Y | +25.9% | +42.9% | -17.0% | +18.4% |
| All | +166.2% | -62.8% | +229.0% | +148.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling