-34.8%
DOCS vs TXG
+273.8%
-308.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.8% | +2.7% |
| 7D | -4.2% | -8.1% | +3.9% | -2.8% |
| 30D | +8.6% | -17.5% | +26.1% | +11.8% |
| 3M | +27.2% | +6.1% | +21.1% | +22.1% |
| 6M | +26.5% | +202.7% | -176.2% | -0.9% |
| YTD | -25.0% | +280.4% | -305.4% | -46.0% |
| All | -34.8% | +273.8% | -308.6% | -53.0% |
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