+87.3%
DLR vs TXG
+27.0%
+60.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.3% |
| 7D | +0.1% | +9.5% | -9.4% | -1.0% |
| 30D | -4.3% | +18.8% | -23.1% | -6.5% |
| 3M | +3.8% | +136.1% | -132.3% | -8.0% |
| 6M | +5.8% | +235.2% | -229.4% | -11.1% |
| YTD | +23.5% | +320.5% | -297.0% | 0.0% |
| 1Y | +11.1% | +425.2% | -414.1% | -13.7% |
| 3Y | +57.9% | +42.9% | +15.0% | +40.1% |
| 5Y | +44.0% | -62.8% | +106.8% | +38.7% |
| All | +87.3% | +27.0% | +60.3% | +45.6% |
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