+103.1%
DOCN vs TXG
-66.4%
+169.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.6% | -3.5% |
| 7D | +19.1% | -1.8% | +20.9% | +19.8% |
| 30D | -21.0% | -20.4% | -0.6% | -13.1% |
| 3M | -34.7% | +0.1% | -34.8% | -36.5% |
| 6M | -45.8% | +176.2% | -221.9% | -67.2% |
| YTD | +79.4% | +256.8% | -177.4% | -8.6% |
| 1Y | +91.0% | +255.9% | -164.9% | -3.7% |
| 3Y | +237.5% | +60.2% | +177.2% | +114.3% |
| 5Y | -30.4% | -65.1% | +34.7% | -6.1% |
| All | +103.1% | -66.4% | +169.5% | +158.0% |
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