-47.3%
DOCS vs TXT
+9.2%
-56.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.2% |
| 7D | +1.2% | +10.6% | -9.4% | +2.1% |
| 30D | +21.3% | +14.4% | +6.9% | +22.6% |
| 3M | +58.4% | -2.7% | +61.1% | +57.0% |
| 6M | +39.3% | -4.7% | +44.0% | +37.6% |
| YTD | -21.7% | -0.5% | -21.2% | -23.5% |
| 1Y | -47.3% | +8.7% | -56.1% | -50.5% |
| All | -47.3% | +9.2% | -56.5% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling