-57.0%
DOCS vs TXG
-62.8%
+5.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.7% | -8.6% | -1.8% |
| 7D | 0.0% | +5.5% | -5.5% | -2.0% |
| 30D | +7.8% | -19.3% | +27.1% | +13.2% |
| 3M | +20.0% | +25.0% | -5.1% | +7.5% |
| 6M | +26.5% | +201.2% | -174.6% | -15.2% |
| YTD | -25.8% | +298.8% | -324.6% | -55.8% |
| 1Y | -39.5% | +326.6% | -366.0% | -65.1% |
| 3Y | +60.3% | +78.3% | -18.0% | +12.5% |
| 5Y | -57.0% | -61.3% | +4.3% | -29.6% |
| All | -57.0% | -62.8% | +5.7% | -29.6% |
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 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