+24,715.7%
TXN vs DOC
+2,934.4%
+21,781.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -1.2% |
| 7D | +1.0% | +8.7% | -7.7% | -1.5% |
| 30D | +6.1% | +7.6% | -1.5% | +3.7% |
| 3M | +10.4% | -5.3% | +15.6% | +11.8% |
| 6M | +12.6% | +27.6% | -15.0% | +3.5% |
| YTD | +83.5% | +32.4% | +51.1% | +66.1% |
| 1Y | +99.7% | +22.9% | +76.9% | +84.8% |
| 3Y | +125.0% | +43.1% | +81.9% | +97.4% |
| 5Y | +87.6% | -21.4% | +108.9% | +94.8% |
| 10Y | +504.1% | +16.8% | +487.3% | +433.5% |
| All | +24,715.7% | +2,934.4% | +21,781.3% | +9,077.2% |
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