+27.4%
DOCU vs TXG
+14.9%
+12.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.6% |
| 7D | -0.4% | -8.1% | +7.7% | +1.6% |
| 30D | +12.9% | -17.5% | +30.4% | +17.5% |
| 3M | +35.1% | +6.1% | +29.0% | +27.0% |
| 6M | +76.2% | +202.7% | -126.5% | +13.3% |
| YTD | +17.2% | +280.4% | -263.3% | -32.7% |
| 1Y | +16.4% | +274.0% | -257.6% | -33.3% |
| 3Y | +95.6% | +74.9% | +20.7% | +27.0% |
| 5Y | -68.5% | -63.0% | -5.5% | -66.0% |
| All | +27.4% | +14.9% | +12.5% | +13.9% |
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