+30.0%
TXG vs EQNR
+277.2%
-247.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.4% |
| 7D | +9.5% | +6.4% | +3.0% | +8.5% |
| 30D | +18.8% | +10.4% | +8.4% | +17.0% |
| 3M | +136.1% | +23.1% | +113.0% | +128.0% |
| 6M | +235.2% | +36.3% | +198.9% | +212.3% |
| YTD | +320.5% | +96.0% | +224.6% | +260.5% |
| 1Y | +425.2% | +94.2% | +331.0% | +349.6% |
| 3Y | +42.9% | +75.3% | -32.4% | +23.4% |
| 5Y | -62.8% | +187.2% | -250.0% | -71.9% |
| All | +30.0% | +277.2% | -247.1% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling