+196.4%
DOCN vs TXG
+46.5%
+149.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -14.0% | -1.8% | -11.7% |
| 7D | -29.3% | -28.8% | -0.5% | -22.0% |
| 30D | -46.0% | -28.0% | -18.0% | -40.7% |
| 3M | -43.2% | +22.3% | -65.5% | -46.8% |
| 6M | -53.7% | +163.8% | -217.5% | -65.3% |
| YTD | +46.9% | +256.0% | -209.1% | -2.2% |
| 1Y | +54.3% | +330.4% | -276.1% | -4.2% |
| All | +196.4% | +46.5% | +149.9% | +138.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling