+361.7%
TXG vs EQNR
+85.2%
+276.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -1.4% |
| 7D | +1.8% | +1.7% | +0.1% | +2.5% |
| 30D | +32.0% | +11.5% | +20.5% | +38.0% |
| 3M | +87.0% | +12.9% | +74.1% | +101.8% |
| 6M | +180.1% | +36.0% | +144.1% | +217.1% |
| YTD | +284.1% | +84.1% | +200.0% | +381.5% |
| 1Y | +361.7% | +83.8% | +277.9% | +485.7% |
| All | +361.7% | +85.2% | +276.5% | +485.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 1y: compounded portfolio wealth divided by compounded EQNR 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…
1y analysis · Full analysis span regression · 6 months rolling