+46.1%
DE vs TXG
+406.9%
-360.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.8% | +1.5% |
| 7D | +5.6% | -19.3% | +24.8% | +6.0% |
| 30D | -0.8% | -30.9% | +30.1% | 0.0% |
| 3M | +9.8% | +41.1% | -31.2% | +7.6% |
| 6M | +17.5% | +211.9% | -194.3% | +11.0% |
| YTD | +46.5% | +314.0% | -267.5% | +38.4% |
| 1Y | +46.1% | +405.4% | -359.3% | +37.8% |
| All | +46.1% | +406.9% | -360.8% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling