+44.6%
DLR vs TXG
-62.8%
+107.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.3% |
| 7D | +0.1% | +9.5% | -9.4% | -1.1% |
| 30D | -4.3% | +18.8% | -23.1% | -6.6% |
| 3M | +3.8% | +136.1% | -132.3% | -8.4% |
| 6M | +5.8% | +235.2% | -229.4% | -11.8% |
| YTD | +23.5% | +320.5% | -297.0% | -1.0% |
| 1Y | +11.1% | +425.2% | -414.1% | -14.8% |
| 3Y | +57.9% | +42.9% | +15.0% | +41.1% |
| All | +44.6% | -62.8% | +107.4% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling