+23.4%
DOCU vs TXG
+16.5%
+6.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.9% |
| 7D | -3.4% | -3.7% | +0.3% | -2.8% |
| 30D | +9.3% | -22.0% | +31.3% | +15.6% |
| 3M | +30.2% | +7.4% | +22.8% | +22.0% |
| 6M | +62.1% | +191.2% | -129.1% | +5.7% |
| YTD | +13.5% | +285.7% | -272.1% | -35.0% |
| 1Y | +11.5% | +268.3% | -256.8% | -35.7% |
| 3Y | +89.5% | +77.3% | +12.2% | +22.6% |
| 5Y | -69.6% | -62.3% | -7.3% | -67.4% |
| All | +23.4% | +16.5% | +6.9% | +9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling