+195.6%
EQT vs TXG
-64.0%
+259.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | -1.2% | +5.0% | -6.2% | -1.6% |
| 30D | +1.1% | +13.5% | -12.4% | -0.1% |
| 3M | +4.8% | +128.0% | -123.2% | -2.9% |
| 6M | -10.6% | +224.4% | -235.0% | -20.2% |
| YTD | +3.4% | +307.0% | -303.6% | -10.0% |
| 1Y | +8.7% | +427.2% | -418.6% | -8.5% |
| 3Y | +35.0% | +40.2% | -5.2% | +26.6% |
| All | +195.6% | -64.0% | +259.6% | +179.8% |
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 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