+25.3%
DG vs TXG
+372.5%
-347.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.5% |
| 7D | +8.4% | +1.8% | +6.6% | +8.3% |
| 30D | +4.9% | +32.0% | -27.1% | +3.7% |
| 3M | +29.3% | +87.0% | -57.7% | +24.2% |
| 6M | -11.3% | +180.1% | -191.3% | -17.1% |
| YTD | +1.8% | +284.1% | -282.4% | -6.3% |
| 1Y | +25.3% | +361.7% | -336.3% | +11.7% |
| All | +25.3% | +372.5% | -347.1% | +11.7% |
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