+235.2%
TXG vs EQNR
+38.9%
+196.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.0% |
| 7D | +9.5% | +6.4% | +3.0% | +12.7% |
| 30D | +18.8% | +10.4% | +8.4% | +24.6% |
| 3M | +136.1% | +23.1% | +113.0% | +171.4% |
| 6M | +235.2% | +36.3% | +198.9% | +308.3% |
| All | +235.2% | +38.9% | +196.4% | +308.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling