+4.3%
DT vs TXG
+372.5%
-368.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.6% |
| 7D | -3.3% | +1.8% | -5.1% | -3.4% |
| 30D | +2.0% | +32.0% | -30.0% | -0.3% |
| 3M | +20.0% | +87.0% | -67.0% | +13.6% |
| 6M | +39.3% | +180.1% | -140.8% | +28.0% |
| YTD | +19.8% | +284.1% | -264.4% | +5.7% |
| 1Y | +4.3% | +361.7% | -357.4% | -12.7% |
| All | +4.3% | +372.5% | -368.2% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling