-23.6%
DOC vs TXT
+10.4%
-34.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -1.5% | -4.8% | +3.3% | +0.2% |
| 30D | -4.8% | -10.6% | +5.9% | -1.1% |
| 3M | +6.9% | -13.2% | +20.1% | +11.7% |
| 6M | +20.7% | -20.3% | +41.1% | +29.9% |
| YTD | +34.1% | -9.3% | +43.4% | +36.8% |
| 1Y | +22.6% | -2.7% | +25.3% | +21.5% |
| 3Y | +20.8% | +1.4% | +19.4% | +15.5% |
| All | -23.6% | +10.4% | -34.0% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling