+2,974.4%
DOC vs TXT
+2,070.1%
+904.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -1.5% | -4.8% | +3.3% | 0.0% |
| 30D | -4.8% | -10.6% | +5.9% | -1.4% |
| 3M | +6.9% | -13.2% | +20.1% | +11.3% |
| 6M | +20.7% | -20.3% | +41.1% | +28.9% |
| YTD | +34.1% | -9.3% | +43.4% | +37.0% |
| 1Y | +22.6% | -2.7% | +25.3% | +22.3% |
| 3Y | +20.8% | +1.4% | +19.4% | +17.6% |
| 5Y | -24.9% | +9.6% | -34.4% | -29.8% |
| 10Y | -1.8% | +94.9% | -96.7% | -28.4% |
| All | +2,974.4% | +2,070.1% | +904.3% | +1,285.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling