+87.1%
DOCN vs TXG
-63.7%
+150.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +3.0% |
| 7D | -12.1% | -3.7% | -8.5% | -10.5% |
| 30D | -41.0% | -22.0% | -19.0% | -34.6% |
| 3M | -38.7% | +7.4% | -46.1% | -42.0% |
| 6M | -51.5% | +191.2% | -242.7% | -71.3% |
| YTD | +65.3% | +285.7% | -220.4% | -18.4% |
| 1Y | +53.9% | +268.3% | -214.4% | -23.2% |
| 3Y | +215.6% | +77.3% | +138.3% | +91.4% |
| 5Y | -26.2% | -62.3% | +36.2% | -3.5% |
| All | +87.1% | -63.7% | +150.8% | +130.2% |
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