+8.7%
DOCU vs TXG
+16.0%
-7.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +4.0% |
| 7D | +6.9% | +1.8% | +5.1% | +6.3% |
| 30D | +19.0% | +32.0% | -13.0% | +7.9% |
| 3M | +34.3% | +87.0% | -52.7% | +6.3% |
| 6M | +48.0% | +180.1% | -132.1% | -0.3% |
| YTD | 0.0% | +284.1% | -284.1% | -40.4% |
| 1Y | -10.3% | +361.7% | -372.0% | -51.6% |
| 3Y | +32.4% | +15.9% | +16.5% | +6.5% |
| 5Y | -77.9% | -66.2% | -11.8% | -74.8% |
| All | +8.7% | +16.0% | -7.3% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling