+66.6%
DRI vs TXG
-63.6%
+130.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.0% |
| 7D | -4.8% | +9.1% | -14.0% | -5.8% |
| 30D | -3.9% | +14.9% | -18.8% | -5.7% |
| 3M | +5.1% | +120.0% | -114.9% | -5.6% |
| 6M | +5.5% | +221.8% | -216.3% | -10.6% |
| YTD | +16.5% | +312.6% | -296.1% | -5.2% |
| 1Y | +2.0% | +398.4% | -396.5% | -20.2% |
| 3Y | +54.5% | +42.1% | +12.4% | +38.7% |
| 5Y | +66.6% | -63.5% | +130.0% | +58.1% |
| All | +66.6% | -63.6% | +130.2% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling