+58.3%
DLR vs TXG
+41.0%
+17.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.5% |
| 7D | +2.9% | +9.1% | -6.3% | +2.1% |
| 30D | -1.2% | +14.9% | -16.0% | -2.5% |
| 3M | +2.9% | +120.0% | -117.0% | -5.5% |
| 6M | +6.7% | +221.8% | -215.1% | -6.4% |
| YTD | +23.9% | +312.6% | -288.7% | +5.2% |
| 1Y | +18.6% | +398.4% | -379.8% | -2.2% |
| All | +58.3% | +41.0% | +17.3% | +50.4% |
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