+98.7%
TXN vs DOCN
+108.0%
-9.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.3% | -2.1% |
| 7D | +9.5% | +19.1% | -9.6% | +6.3% |
| 30D | +8.7% | -21.0% | +29.7% | +12.6% |
| 3M | +11.6% | -34.7% | +46.3% | +18.1% |
| 6M | +0.1% | -45.8% | +45.9% | +8.0% |
| YTD | +78.8% | +79.4% | -0.6% | +51.7% |
| 1Y | +91.2% | +91.0% | +0.2% | +60.2% |
| 3Y | +125.8% | +237.5% | -111.6% | +63.4% |
| 5Y | +83.8% | -30.4% | +114.2% | +48.2% |
| All | +98.7% | +108.0% | -9.3% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling