-38.7%
DOCS vs TXG
-70.2%
+31.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.6% |
| 7D | -0.8% | -15.4% | +14.7% | +3.6% |
| 30D | +17.4% | -22.1% | +39.5% | +24.7% |
| 3M | +57.4% | +30.0% | +27.4% | +40.5% |
| 6M | +26.5% | +160.7% | -134.1% | -10.8% |
| YTD | -26.6% | +263.5% | -290.0% | -54.7% |
| 1Y | -48.1% | +356.0% | -404.1% | -71.0% |
| 3Y | +52.6% | +53.4% | -0.7% | +13.4% |
| 5Y | -52.1% | -66.7% | +14.6% | -37.5% |
| All | -38.7% | -70.2% | +31.6% | -19.4% |
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