+30.0%
TXG vs DAR
+226.7%
-196.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.9% | +5.2% | +4.1% |
| 7D | +9.5% | -0.1% | +9.6% | +9.5% |
| 30D | +18.8% | +2.6% | +16.1% | +16.9% |
| 3M | +136.1% | +14.2% | +121.9% | +121.3% |
| 6M | +235.2% | +17.2% | +218.1% | +208.5% |
| YTD | +320.5% | +80.9% | +239.7% | +221.1% |
| 1Y | +425.2% | +104.0% | +321.2% | +276.9% |
| 3Y | +42.9% | +3.6% | +39.3% | +30.3% |
| 5Y | -62.8% | -7.8% | -55.0% | -64.9% |
| All | +30.0% | +226.7% | -196.7% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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