+54.4%
DLR vs TXG
+65.2%
-10.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | +3.3% | -1.8% | +5.2% | +3.5% |
| 30D | +4.6% | -20.4% | +25.0% | +6.4% |
| 3M | -8.3% | +0.1% | -8.3% | -9.1% |
| 6M | -5.6% | +176.2% | -181.8% | -15.9% |
| YTD | +18.7% | +256.8% | -238.1% | +2.2% |
| 1Y | +17.1% | +255.9% | -238.8% | +0.6% |
| 3Y | +54.4% | +60.2% | -5.9% | +38.1% |
| All | +54.4% | +65.2% | -10.9% | +38.1% |
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