+116.4%
DOCN vs TXG
+406.9%
-290.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.4% | -10.6% | -8.0% |
| 7D | -20.0% | -19.3% | -0.8% | -16.0% |
| 30D | -38.8% | -30.9% | -7.9% | -34.1% |
| 3M | -34.8% | +41.1% | -75.9% | -38.8% |
| 6M | -22.8% | +211.9% | -234.7% | -34.8% |
| YTD | +74.6% | +314.0% | -239.4% | +34.4% |
| 1Y | +116.4% | +405.4% | -289.0% | +57.4% |
| All | +116.4% | +406.9% | -290.5% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling