-59.4%
TXG vs DVA
+46.8%
-106.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +141.0% |
| 6M | +235.2% | +17.3% | +218.0% | +215.0% |
| YTD | +320.5% | +59.8% | +260.7% | +254.3% |
| 1Y | +425.2% | +36.3% | +388.9% | +366.2% |
| 3Y | +42.9% | +88.6% | -45.7% | +11.5% |
| All | -59.4% | +46.8% | -106.2% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling