-51.1%
DOCS vs TXT
+11.0%
-62.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.5% |
| 7D | -1.3% | -2.5% | +1.2% | -0.2% |
| 30D | +19.4% | +12.8% | +6.6% | +12.1% |
| 3M | +53.4% | -3.6% | +57.0% | +55.4% |
| 6M | +28.8% | -6.9% | +35.7% | +31.4% |
| YTD | -25.1% | -2.2% | -22.9% | -27.3% |
| 1Y | -48.1% | +6.3% | -54.4% | -52.2% |
| 3Y | +51.4% | +10.3% | +41.1% | +28.0% |
| 5Y | -51.1% | +10.6% | -61.7% | -60.6% |
| All | -51.1% | +11.0% | -62.1% | -60.6% |
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