+425.2%
TXG vs DGX
+32.7%
+392.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.7% | +2.6% |
| 7D | +9.5% | -0.9% | +10.4% | +9.9% |
| 30D | +18.8% | -1.2% | +19.9% | +19.5% |
| 3M | +136.1% | +15.8% | +120.3% | +123.4% |
| 6M | +235.2% | +18.2% | +217.1% | +213.9% |
| YTD | +320.5% | +37.2% | +283.3% | +273.6% |
| 1Y | +425.2% | +30.4% | +394.8% | +379.6% |
| All | +425.2% | +32.7% | +392.5% | +379.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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