+376.5%
EQT vs TXG
+27.0%
+349.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.9% | -1.9% |
| 7D | -2.0% | +9.5% | -11.5% | -2.9% |
| 30D | 0.0% | +18.8% | -18.8% | -1.8% |
| 3M | +5.9% | +136.1% | -130.2% | -3.4% |
| 6M | -14.8% | +235.2% | -250.0% | -25.6% |
| YTD | +1.8% | +320.5% | -318.8% | -13.7% |
| 1Y | +7.4% | +425.2% | -417.8% | -11.8% |
| 3Y | +33.6% | +42.9% | -9.3% | +22.8% |
| 5Y | +199.3% | -62.8% | +262.1% | +207.6% |
| All | +376.5% | +27.0% | +349.5% | +305.1% |
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