+425.2%
TXG vs EQNR
+93.1%
+332.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.1% |
| 7D | +9.5% | +6.4% | +3.0% | +11.9% |
| 30D | +18.8% | +10.4% | +8.4% | +23.2% |
| 3M | +136.1% | +23.1% | +113.0% | +161.8% |
| 6M | +235.2% | +36.3% | +198.9% | +278.7% |
| YTD | +320.5% | +96.0% | +224.6% | +418.7% |
| 1Y | +425.2% | +94.2% | +331.0% | +554.6% |
| All | +425.2% | +93.1% | +332.1% | +554.6% |
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