+57.1%
DRI vs TXG
+31.6%
+25.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.5% | -2.2% |
| 7D | -1.2% | +9.4% | -10.6% | -2.0% |
| 30D | -0.4% | +26.1% | -26.5% | -2.5% |
| 3M | +9.5% | +124.8% | -115.3% | +1.3% |
| 6M | +6.5% | +215.2% | -208.8% | -5.3% |
| YTD | +18.4% | +302.2% | -283.8% | +2.1% |
| 1Y | +4.2% | +370.9% | -366.7% | -12.6% |
| 3Y | +57.1% | +38.5% | +18.6% | +47.4% |
| All | +57.1% | +31.6% | +25.4% | +47.4% |
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