+55.8%
DOCS vs TXG
+46.5%
+9.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -14.0% | +9.7% | -2.1% |
| 7D | -1.3% | -28.8% | +27.5% | +3.7% |
| 30D | +19.4% | -28.0% | +47.4% | +25.0% |
| 3M | +53.4% | +22.3% | +31.1% | +46.1% |
| 6M | +28.8% | +163.8% | -135.0% | +8.7% |
| YTD | -25.1% | +256.0% | -281.0% | -40.1% |
| 1Y | -48.1% | +330.4% | -378.5% | -60.1% |
| All | +55.8% | +46.5% | +9.2% | +48.7% |
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