+149.1%
EOG vs TXG
+24.6%
+124.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.4% | +1.0% |
| 7D | -1.3% | +9.1% | -10.5% | -1.8% |
| 30D | +3.4% | +14.9% | -11.5% | +2.4% |
| 3M | +7.8% | +120.0% | -112.1% | +2.3% |
| 6M | +13.4% | +221.8% | -208.5% | +4.1% |
| YTD | +43.5% | +312.6% | -269.1% | +28.8% |
| 1Y | +29.7% | +398.4% | -368.8% | +13.9% |
| 3Y | +23.2% | +42.1% | -18.9% | +15.0% |
| 5Y | +176.4% | -63.5% | +239.9% | +178.5% |
| All | +149.1% | +24.6% | +124.5% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling