-35.5%
DG vs TXG
-65.2%
+29.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | +0.3% | -1.8% | +2.1% | +0.4% |
| 30D | +3.2% | -20.4% | +23.6% | +3.9% |
| 3M | +10.4% | +0.1% | +10.4% | +9.5% |
| 6M | +33.2% | +176.2% | -143.0% | +24.4% |
| YTD | +3.0% | +256.8% | -253.8% | -5.4% |
| 1Y | +31.2% | +255.9% | -224.7% | +20.4% |
| 3Y | +21.8% | +60.2% | -38.4% | +17.5% |
| All | -35.5% | -65.2% | +29.6% | -38.3% |
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