+30.9%
DOCU vs TXG
+17.1%
+13.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +3.8% |
| 7D | +6.9% | +1.8% | +5.1% | +6.6% |
| 30D | +19.0% | +32.0% | -13.0% | +13.5% |
| 3M | +34.3% | +87.0% | -52.7% | +19.8% |
| 6M | +48.0% | +180.1% | -132.1% | +21.9% |
| YTD | 0.0% | +284.1% | -284.1% | -22.6% |
| 1Y | -10.3% | +361.7% | -372.0% | -34.0% |
| All | +30.9% | +17.1% | +13.7% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling