+140.3%
DT vs TXG
+27.0%
+113.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -1.5% |
| 7D | -1.6% | +9.5% | -11.1% | -3.9% |
| 30D | +3.0% | +18.8% | -15.7% | -1.7% |
| 3M | +26.5% | +136.1% | -109.6% | -0.4% |
| 6M | +35.9% | +235.2% | -199.3% | -4.4% |
| YTD | +17.8% | +320.5% | -302.7% | -22.9% |
| 1Y | +4.1% | +425.2% | -421.1% | -37.6% |
| 3Y | +5.3% | +42.9% | -37.6% | -16.0% |
| 5Y | -27.2% | -62.8% | +35.7% | -16.3% |
| All | +140.3% | +27.0% | +113.3% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling