+25.8%
TXG vs DTE
+53.5%
-27.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.9% |
| 7D | +5.0% | -2.0% | +7.0% | +5.7% |
| 30D | +13.5% | -2.4% | +15.9% | +14.3% |
| 3M | +128.0% | -7.3% | +135.3% | +132.7% |
| 6M | +224.4% | -7.6% | +232.1% | +230.9% |
| YTD | +307.0% | +5.8% | +301.2% | +294.2% |
| 1Y | +427.2% | +2.3% | +424.9% | +417.1% |
| 3Y | +40.2% | +45.0% | -4.9% | +20.7% |
| 5Y | -64.0% | +33.2% | -97.2% | -68.1% |
| All | +25.8% | +53.5% | -27.6% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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