+23.3%
TXG vs DOC
-14.0%
+37.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.8% | +8.0% | +8.8% |
| 7D | +5.5% | +5.9% | -0.3% | +2.7% |
| 30D | -19.3% | +10.3% | -29.6% | -23.7% |
| 3M | +25.0% | -2.2% | +27.2% | +25.3% |
| 6M | +201.2% | +8.2% | +193.0% | +184.8% |
| YTD | +298.8% | +35.4% | +263.5% | +232.0% |
| 1Y | +326.6% | +23.6% | +302.9% | +272.2% |
| 3Y | +78.3% | +57.3% | +21.1% | +41.4% |
| 5Y | -61.3% | -19.6% | -41.7% | -60.4% |
| All | +23.3% | -14.0% | +37.3% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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