+84.2%
DOCN vs TXG
-62.4%
+146.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +9.7% | -1.7% | +3.8% |
| 7D | -12.8% | +5.5% | -18.3% | -14.6% |
| 30D | -41.9% | -19.3% | -22.6% | -36.5% |
| 3M | -36.9% | +25.0% | -62.0% | -44.3% |
| 6M | -52.2% | +201.2% | -253.4% | -72.1% |
| YTD | +62.7% | +298.8% | -236.1% | -20.8% |
| 1Y | +58.2% | +326.6% | -268.3% | -26.4% |
| 3Y | +219.5% | +78.3% | +141.1% | +94.1% |
| 5Y | -32.9% | -61.3% | +28.5% | -13.2% |
| All | +84.2% | -62.4% | +146.7% | +123.5% |
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