+28.0%
TXG vs DOC
-15.9%
+43.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +1.9% |
| 7D | -19.3% | +8.7% | -28.0% | -22.7% |
| 30D | -30.9% | +7.6% | -38.6% | -34.0% |
| 3M | +41.1% | -5.3% | +46.3% | +43.8% |
| 6M | +211.9% | +27.6% | +184.3% | +167.1% |
| YTD | +314.0% | +32.4% | +281.6% | +248.1% |
| 1Y | +405.4% | +22.9% | +382.5% | +342.2% |
| 3Y | +70.0% | +43.1% | +26.9% | +40.6% |
| 5Y | -63.0% | -21.4% | -41.6% | -61.7% |
| All | +28.0% | -15.9% | +43.9% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling