-21.4%
DOC vs TXT
+13.1%
-34.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.6% |
| 7D | +8.7% | +10.6% | -1.9% | +4.7% |
| 30D | +7.6% | +14.4% | -6.8% | +2.4% |
| 3M | -5.3% | -2.7% | -2.5% | -4.6% |
| 6M | +27.6% | -4.7% | +32.3% | +28.8% |
| YTD | +32.4% | -0.5% | +32.9% | +30.4% |
| 1Y | +22.9% | +8.7% | +14.1% | +16.7% |
| 3Y | +43.1% | +12.1% | +31.0% | +31.3% |
| 5Y | -21.4% | +14.6% | -36.0% | -30.5% |
| All | -21.4% | +13.1% | -34.5% | -30.5% |
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