+62.5%
DD vs TXG
+27.0%
+35.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.8% |
| 7D | -3.5% | +9.5% | -13.0% | -4.9% |
| 30D | -11.7% | +18.8% | -30.4% | -14.1% |
| 3M | -9.2% | +136.1% | -145.3% | -21.6% |
| 6M | -7.2% | +235.2% | -242.4% | -24.9% |
| YTD | +6.6% | +320.5% | -313.9% | -17.2% |
| 1Y | +32.0% | +425.2% | -393.2% | -2.3% |
| 3Y | +42.1% | +42.9% | -0.8% | +20.5% |
| 5Y | +58.1% | -62.8% | +120.9% | +51.1% |
| All | +62.5% | +27.0% | +35.5% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling