+99.3%
DINO vs TXG
+41.0%
+58.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.7% | -0.3% |
| 7D | +2.0% | +9.1% | -7.2% | +1.4% |
| 30D | +27.7% | +14.9% | +12.8% | +26.4% |
| 3M | +56.3% | +120.0% | -63.7% | +47.4% |
| 6M | +107.6% | +221.8% | -114.3% | +88.1% |
| YTD | +140.2% | +312.6% | -172.4% | +110.7% |
| 1Y | +113.0% | +398.4% | -285.5% | +81.1% |
| All | +99.3% | +41.0% | +58.3% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling