+84.9%
TXN vs DOC
-20.0%
+104.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | -3.8% | +4.3% | -8.2% | -5.2% |
| 30D | +6.4% | +9.2% | -2.7% | +3.1% |
| 3M | +7.7% | -0.8% | +8.5% | +7.7% |
| 6M | +5.5% | +7.1% | -1.6% | +1.9% |
| YTD | +77.0% | +34.0% | +43.0% | +54.2% |
| 1Y | +91.2% | +23.2% | +68.0% | +72.6% |
| 3Y | +121.5% | +53.6% | +67.9% | +78.1% |
| 5Y | +84.9% | -20.4% | +105.4% | +107.3% |
| All | +84.9% | -20.0% | +104.9% | +107.3% |
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