+10.1%
TXG vs DOC
-16.1%
+26.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.2% | -13.8% | -13.9% |
| 7D | -28.8% | +6.2% | -35.0% | -31.0% |
| 30D | -28.0% | +6.5% | -34.5% | -30.7% |
| 3M | +22.3% | -6.2% | +28.6% | +25.4% |
| 6M | +163.8% | +25.6% | +138.2% | +127.9% |
| YTD | +256.0% | +32.1% | +223.9% | +199.8% |
| 1Y | +330.4% | +20.3% | +310.1% | +280.9% |
| 3Y | +46.2% | +42.7% | +3.4% | +21.0% |
| 5Y | -67.4% | -22.2% | -45.2% | -66.1% |
| All | +10.1% | -16.1% | +26.2% | +20.5% |
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