+66.4%
DOCN vs TXG
-66.5%
+132.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -14.0% | -1.8% | -9.8% |
| 7D | -29.3% | -28.8% | -0.5% | -18.3% |
| 30D | -46.0% | -28.0% | -18.0% | -38.0% |
| 3M | -43.2% | +22.3% | -65.5% | -49.6% |
| 6M | -53.7% | +163.8% | -217.5% | -71.4% |
| YTD | +46.9% | +256.0% | -209.1% | -24.9% |
| 1Y | +54.3% | +330.4% | -276.1% | -29.4% |
| 3Y | +185.5% | +46.2% | +139.4% | +91.9% |
| 5Y | -31.1% | -67.4% | +36.3% | -4.9% |
| All | +66.4% | -66.5% | +132.8% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling