-37.3%
DOCS vs TXG
-68.8%
+31.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.8% | +2.9% |
| 7D | -4.2% | -8.1% | +3.9% | -2.2% |
| 30D | +8.6% | -17.5% | +26.1% | +13.3% |
| 3M | +27.2% | +6.1% | +21.1% | +20.7% |
| 6M | +26.5% | +202.7% | -176.2% | -14.9% |
| YTD | -25.0% | +280.4% | -305.4% | -54.4% |
| 1Y | -37.0% | +274.0% | -311.0% | -61.7% |
| 3Y | +39.4% | +74.9% | -35.5% | -1.8% |
| 5Y | -56.7% | -63.0% | +6.4% | -45.0% |
| All | -37.3% | -68.8% | +31.5% | -18.9% |
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 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