-34.9%
DOCS vs TXG
+256.0%
-290.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.8% |
| 7D | +0.1% | +1.8% | -1.7% | -0.4% |
| 30D | +8.7% | -17.7% | +26.4% | +11.8% |
| 3M | +32.9% | +2.3% | +30.5% | +28.2% |
| 6M | +25.5% | +182.5% | -157.0% | -0.4% |
| YTD | -25.0% | +262.4% | -287.4% | -45.6% |
| 1Y | -34.9% | +254.1% | -289.0% | -52.6% |
| All | -34.9% | +256.0% | -290.9% | -52.6% |
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