+100.8%
EQX vs TXG
+27.0%
+73.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +1.1% |
| 7D | -3.2% | +9.5% | -12.7% | -4.5% |
| 30D | +7.8% | +18.8% | -11.0% | +5.0% |
| 3M | +21.3% | +136.1% | -114.8% | +6.5% |
| 6M | -22.4% | +235.2% | -257.7% | -35.6% |
| YTD | -11.3% | +320.5% | -331.9% | -28.6% |
| 1Y | +13.5% | +425.2% | -411.7% | -12.0% |
| 3Y | +162.1% | +42.9% | +119.2% | +134.2% |
| 5Y | +84.2% | -62.8% | +147.0% | +76.3% |
| All | +100.8% | +27.0% | +73.8% | +79.3% |
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