-51.1%
DOCS vs TXG
-67.6%
+16.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -14.0% | +9.7% | -0.1% |
| 7D | -1.3% | -28.8% | +27.5% | +8.2% |
| 30D | +19.4% | -28.0% | +47.4% | +29.9% |
| 3M | +53.4% | +22.3% | +31.1% | +39.4% |
| 6M | +28.8% | +163.8% | -135.0% | -10.0% |
| YTD | -25.1% | +256.0% | -281.0% | -53.7% |
| 1Y | -48.1% | +330.4% | -378.5% | -70.7% |
| 3Y | +51.4% | +46.2% | +5.2% | +15.0% |
| 5Y | -51.1% | -67.4% | +16.3% | -19.0% |
| All | -51.1% | -67.6% | +16.5% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling