+105.1%
DOCN vs TXG
-64.2%
+169.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.4% | +10.9% | +10.2% |
| 7D | +3.7% | -8.1% | +11.8% | +8.0% |
| 30D | -33.7% | -17.5% | -16.2% | -28.2% |
| 3M | -27.9% | +6.1% | -34.0% | -31.5% |
| 6M | -46.4% | +202.7% | -249.1% | -68.8% |
| YTD | +81.1% | +280.4% | -199.3% | -10.1% |
| 1Y | +74.3% | +274.0% | -199.7% | -13.8% |
| 3Y | +245.8% | +74.9% | +170.9% | +110.9% |
| 5Y | -23.7% | -63.0% | +39.3% | +0.4% |
| All | +105.1% | -64.2% | +169.2% | +153.6% |
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