-4.9%
EQT vs TXG
+406.9%
-411.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.4% | -6.6% | -3.2% |
| 7D | -6.6% | -19.3% | +12.7% | -6.5% |
| 30D | +2.7% | -30.9% | +33.7% | +3.1% |
| 3M | -0.2% | +41.1% | -41.2% | -1.6% |
| 6M | -10.6% | +211.9% | -222.4% | -13.9% |
| YTD | -1.2% | +314.0% | -315.1% | -7.5% |
| 1Y | -4.9% | +405.4% | -410.2% | -12.4% |
| All | -4.9% | +406.9% | -411.8% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling