+52.6%
DOCS vs TXG
+49.6%
+3.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.4% |
| 7D | -0.8% | -15.4% | +14.7% | +1.6% |
| 30D | +17.4% | -22.1% | +39.5% | +21.4% |
| 3M | +57.4% | +30.0% | +27.4% | +48.5% |
| 6M | +26.5% | +160.7% | -134.1% | +7.0% |
| YTD | -26.6% | +263.5% | -290.0% | -41.5% |
| 1Y | -48.1% | +356.0% | -404.1% | -60.4% |
| 3Y | +52.6% | +53.4% | -0.7% | +45.2% |
| All | +52.6% | +49.6% | +3.0% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling