+92.1%
DOCU vs TXG
+49.6%
+42.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.9% |
| 7D | -5.5% | -15.4% | +9.9% | -3.6% |
| 30D | +12.6% | -22.1% | +34.7% | +15.7% |
| 3M | +36.4% | +30.0% | +6.4% | +28.4% |
| 6M | +66.8% | +160.7% | -93.9% | +38.7% |
| YTD | +13.5% | +263.5% | -250.0% | -12.1% |
| 1Y | +11.3% | +356.0% | -344.7% | -18.0% |
| 3Y | +92.1% | +53.4% | +38.7% | +42.4% |
| All | +92.1% | +49.6% | +42.4% | +42.4% |
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