-59.4%
TXG vs DGX
+66.8%
-126.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.7% | +2.2% |
| 7D | +9.5% | -0.9% | +10.4% | +10.2% |
| 30D | +18.8% | -1.2% | +19.9% | +20.0% |
| 3M | +136.1% | +15.8% | +120.3% | +112.4% |
| 6M | +235.2% | +18.2% | +217.1% | +196.5% |
| YTD | +320.5% | +37.2% | +283.3% | +232.0% |
| 1Y | +425.2% | +30.4% | +394.8% | +328.4% |
| 3Y | +42.9% | +96.7% | -53.8% | -19.5% |
| All | -59.4% | +66.8% | -126.2% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling