+4.1%
DT vs TXG
+453.6%
-449.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -0.9% |
| 7D | -1.6% | +9.5% | -11.1% | -2.2% |
| 30D | +3.0% | +18.8% | -15.7% | +1.8% |
| 3M | +26.5% | +136.1% | -109.6% | +18.7% |
| 6M | +35.9% | +235.2% | -199.3% | +24.5% |
| YTD | +17.8% | +320.5% | -302.7% | +5.3% |
| 1Y | +4.1% | +425.2% | -421.1% | -12.1% |
| All | +4.1% | +453.6% | -449.5% | -12.1% |
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 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