+91.0%
DOCN vs TXG
+254.8%
-163.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.6% | -3.8% |
| 7D | +19.1% | -1.8% | +20.9% | +19.5% |
| 30D | -21.0% | -20.4% | -0.6% | -16.1% |
| 3M | -34.7% | +0.1% | -34.8% | -33.5% |
| 6M | -45.8% | +176.2% | -221.9% | -50.8% |
| YTD | +79.4% | +256.8% | -177.4% | +51.2% |
| 1Y | +91.0% | +255.9% | -164.9% | +60.7% |
| All | +91.0% | +254.8% | -163.8% | +60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling