+324.3%
DOCN vs TXG
+17.1%
+307.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.1% |
| 7D | +1.1% | +1.8% | -0.7% | +0.6% |
| 30D | -9.6% | +32.0% | -41.6% | -17.3% |
| 3M | -37.7% | +87.0% | -124.7% | -48.8% |
| 6M | +115.2% | +180.1% | -64.9% | +54.2% |
| YTD | +133.7% | +284.1% | -150.4% | +49.0% |
| 1Y | +250.2% | +361.7% | -111.5% | +105.9% |
| All | +324.3% | +17.1% | +307.1% | +208.9% |
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