-38.7%
DG vs TXG
-64.0%
+25.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | -6.3% | +5.0% | -11.3% | -6.5% |
| 30D | +2.4% | +13.5% | -11.1% | +1.7% |
| 3M | +12.4% | +128.0% | -115.6% | +7.0% |
| 6M | -14.9% | +224.4% | -239.4% | -20.8% |
| YTD | -6.1% | +307.0% | -313.0% | -13.8% |
| 1Y | +17.9% | +427.2% | -409.4% | +6.3% |
| 3Y | +3.1% | +40.2% | -37.0% | +1.2% |
| 5Y | -38.7% | -64.0% | +25.4% | -36.5% |
| All | -38.7% | -64.0% | +25.4% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling