+70.5%
DOCN vs TXG
-65.8%
+136.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.6% |
| 7D | -19.2% | -15.4% | -3.7% | -13.3% |
| 30D | -43.1% | -22.1% | -21.0% | -36.8% |
| 3M | -40.7% | +30.0% | -70.7% | -48.7% |
| 6M | -55.0% | +160.7% | -215.7% | -72.0% |
| YTD | +50.6% | +263.5% | -212.8% | -23.7% |
| 1Y | +54.0% | +356.0% | -302.0% | -31.3% |
| 3Y | +203.9% | +53.4% | +150.5% | +99.1% |
| 5Y | -29.4% | -66.7% | +37.3% | -3.3% |
| All | +70.5% | -65.8% | +136.3% | +115.3% |
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