+16.8%
DOC vs TXT
+124.8%
-108.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.6% |
| 7D | +8.7% | +10.6% | -1.9% | +4.4% |
| 30D | +7.6% | +14.4% | -6.8% | +2.1% |
| 3M | -5.3% | -2.7% | -2.5% | -4.7% |
| 6M | +27.6% | -4.7% | +32.3% | +28.9% |
| YTD | +32.4% | -0.5% | +32.9% | +30.5% |
| 1Y | +22.9% | +8.7% | +14.1% | +16.9% |
| 3Y | +43.1% | +12.1% | +31.0% | +32.2% |
| 5Y | -21.4% | +14.6% | -36.0% | -29.4% |
| 10Y | +16.8% | +124.7% | -107.8% | -24.9% |
| All | +16.8% | +124.8% | -108.0% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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