+25.8%
TXG vs DGX
+153.5%
-127.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.5% | -0.4% |
| 7D | +5.0% | -3.5% | +8.4% | +6.8% |
| 30D | +13.5% | -2.7% | +16.2% | +15.2% |
| 3M | +128.0% | +13.9% | +114.1% | +113.3% |
| 6M | +224.4% | +16.0% | +208.4% | +200.3% |
| YTD | +307.0% | +34.9% | +272.1% | +248.5% |
| 1Y | +427.2% | +30.6% | +396.7% | +357.8% |
| 3Y | +40.2% | +93.0% | -52.8% | -0.8% |
| 5Y | -64.0% | +64.4% | -128.4% | -72.9% |
| All | +25.8% | +153.5% | -127.6% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling