-38.0%
DOCS vs TXT
+29.2%
-67.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.1% |
| 7D | 0.0% | -3.5% | +3.5% | +1.7% |
| 30D | +7.8% | +15.2% | -7.4% | +0.2% |
| 3M | +20.0% | -4.5% | +24.4% | +21.8% |
| 6M | +26.5% | -6.1% | +32.6% | +28.6% |
| YTD | -25.8% | -2.0% | -23.8% | -28.0% |
| 1Y | -39.5% | +4.2% | -43.7% | -43.3% |
| 3Y | +60.3% | +14.4% | +46.0% | +33.0% |
| 5Y | -57.0% | +12.3% | -69.4% | -65.1% |
| All | -38.0% | +29.2% | -67.2% | -49.7% |
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 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