-36.6%
DT vs TXG
-65.2%
+28.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | +3.1% | -1.8% | +5.0% | +3.4% |
| 30D | -29.5% | -20.4% | -9.1% | -26.6% |
| 3M | -11.7% | +0.1% | -11.8% | -13.9% |
| 6M | +29.0% | +176.2% | -147.2% | -2.2% |
| YTD | +3.4% | +256.8% | -253.4% | -28.1% |
| 1Y | -4.2% | +255.9% | -260.1% | -33.9% |
| 3Y | -12.8% | +60.2% | -73.1% | -32.2% |
| All | -36.6% | -65.2% | +28.6% | -18.1% |
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