+30.0%
TXG vs DVA
+202.6%
-172.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +9.5% | -1.3% | +10.8% | +9.8% |
| 30D | +18.8% | 0.0% | +18.7% | +18.6% |
| 3M | +136.1% | -10.9% | +147.0% | +140.9% |
| 6M | +235.2% | +17.3% | +218.0% | +216.4% |
| YTD | +320.5% | +59.8% | +260.7% | +259.3% |
| 1Y | +425.2% | +36.3% | +388.9% | +369.8% |
| 3Y | +42.9% | +88.6% | -45.7% | +14.7% |
| 5Y | -62.8% | +47.5% | -110.4% | -69.4% |
| All | +30.0% | +202.6% | -172.6% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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