+8.9%
DOCS vs TXT
+1.6%
+7.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -1.4% | -4.8% | +3.4% | -0.3% |
| 30D | +21.8% | -10.6% | +32.4% | +25.0% |
| 3M | +27.3% | -13.2% | +40.5% | +31.1% |
| 6M | -0.3% | -20.3% | +20.0% | +4.8% |
| YTD | -40.5% | -9.3% | -31.2% | -40.4% |
| 1Y | -61.5% | -2.7% | -58.9% | -62.5% |
| All | +8.9% | +1.6% | +7.3% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling