-10.1%
DG vs TXG
+21.5%
-31.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.7% | -8.7% | -4.3% |
| 7D | -2.5% | +9.4% | -11.8% | -2.9% |
| 30D | +1.0% | +26.1% | -25.1% | -0.4% |
| 3M | +20.3% | +124.8% | -104.5% | +14.3% |
| 6M | -11.7% | +215.2% | -227.0% | -18.0% |
| YTD | -2.3% | +302.2% | -304.5% | -10.7% |
| 1Y | +20.0% | +370.9% | -350.9% | +8.2% |
| 3Y | +7.2% | +38.5% | -31.3% | +3.8% |
| 5Y | -37.9% | -64.4% | +26.4% | -36.7% |
| All | -10.1% | +21.5% | -31.6% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling