+20,389.3%
TXN vs DOC
+2,974.4%
+17,414.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.4% |
| 7D | -0.1% | -1.5% | +1.4% | +0.3% |
| 30D | -6.9% | -4.8% | -2.2% | -5.7% |
| 3M | -14.9% | +6.9% | -21.8% | -17.0% |
| 6M | +29.0% | +20.7% | +8.3% | +20.8% |
| YTD | +51.5% | +34.1% | +17.3% | +37.0% |
| 1Y | +41.6% | +22.6% | +18.9% | +31.3% |
| 3Y | +65.8% | +20.8% | +45.0% | +53.0% |
| 5Y | +56.8% | -24.9% | +81.7% | +65.1% |
| 10Y | +387.5% | -1.8% | +389.3% | +352.4% |
| All | +20,389.3% | +2,974.4% | +17,414.9% | +7,465.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling