-12.4%
DG vs TXG
+27.0%
-39.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +1.1% |
| 7D | -6.5% | +9.5% | -16.0% | -6.9% |
| 30D | +4.2% | +18.8% | -14.6% | +3.1% |
| 3M | +9.5% | +136.1% | -126.6% | +3.8% |
| 6M | -13.1% | +235.2% | -248.4% | -19.6% |
| YTD | -4.8% | +320.5% | -325.4% | -13.2% |
| 1Y | +20.6% | +425.2% | -404.6% | +8.1% |
| 3Y | +4.9% | +42.9% | -38.0% | +1.4% |
| 5Y | -37.9% | -62.8% | +25.0% | -36.8% |
| All | -12.4% | +27.0% | -39.4% | -19.2% |
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