-37.4%
DOCS vs TXG
+314.1%
-351.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.7% | -8.6% | -0.7% |
| 7D | 0.0% | +5.5% | -5.5% | -1.2% |
| 30D | +7.8% | -19.3% | +27.1% | +11.4% |
| 3M | +20.0% | +25.0% | -5.1% | +10.7% |
| 6M | +26.5% | +201.2% | -174.6% | -0.6% |
| YTD | -25.8% | +298.8% | -324.6% | -46.7% |
| All | -37.4% | +314.1% | -351.5% | -54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling