+35.8%
EQT vs TXG
+39.1%
-3.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | -1.2% | +5.0% | -6.2% | -1.5% |
| 30D | +1.1% | +13.5% | -12.4% | +0.3% |
| 3M | +4.8% | +128.0% | -123.2% | -0.7% |
| 6M | -10.6% | +224.4% | -235.0% | -17.6% |
| YTD | +3.4% | +307.0% | -303.6% | -6.6% |
| 1Y | +8.7% | +427.2% | -418.6% | -4.3% |
| All | +35.8% | +39.1% | -3.3% | +43.8% |
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