+65.5%
TXN vs DOC
-22.1%
+87.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.2% | -10.5% | -10.6% |
| 7D | -10.7% | +6.2% | -16.9% | -12.6% |
| 30D | -6.0% | +6.5% | -12.4% | -8.1% |
| 3M | +0.6% | -6.2% | +6.9% | +2.7% |
| 6M | 0.0% | +25.6% | -25.6% | -9.8% |
| YTD | +63.8% | +32.1% | +31.7% | +43.4% |
| 1Y | +73.8% | +20.3% | +53.5% | +58.2% |
| 3Y | +100.9% | +42.7% | +58.2% | +66.7% |
| 5Y | +65.5% | -22.2% | +87.6% | +86.8% |
| All | +65.5% | -22.1% | +87.6% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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