+162.1%
EQX vs TXT
+7.0%
+155.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.6% | +1.0% |
| 7D | -3.2% | +2.4% | -5.6% | -3.8% |
| 30D | +7.8% | -8.9% | +16.6% | +10.4% |
| 3M | +21.3% | -13.6% | +34.9% | +26.0% |
| 6M | -22.4% | -13.1% | -9.3% | -19.6% |
| YTD | -11.3% | -7.0% | -4.3% | -9.5% |
| 1Y | +13.5% | -1.4% | +14.9% | +14.6% |
| 3Y | +162.1% | +6.9% | +155.2% | +148.9% |
| All | +162.1% | +7.0% | +155.2% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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