+28.3%
DOCU vs TXG
+7.8%
+20.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | +4.1% | -1.8% | +5.9% | +4.4% |
| 30D | +7.4% | -20.4% | +27.7% | +12.9% |
| 3M | +26.0% | +0.1% | +25.9% | +20.5% |
| 6M | +79.2% | +176.2% | -97.0% | +18.6% |
| YTD | +18.1% | +256.8% | -238.7% | -30.8% |
| 1Y | +20.5% | +255.9% | -235.4% | -30.0% |
| 3Y | +96.4% | +60.2% | +36.2% | +31.4% |
| 5Y | -69.5% | -65.1% | -4.4% | -66.5% |
| All | +28.3% | +7.8% | +20.6% | +17.0% |
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 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