+96.7%
TXN vs DOCN
+91.6%
+5.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | +0.1% | +1.4% |
| 7D | -3.8% | -12.1% | +8.3% | -1.8% |
| 30D | +6.4% | -41.0% | +47.4% | +15.5% |
| 3M | +7.7% | -38.7% | +46.4% | +15.1% |
| 6M | +5.5% | -51.5% | +57.0% | +16.0% |
| YTD | +77.0% | +65.3% | +11.7% | +52.3% |
| 1Y | +91.2% | +53.9% | +37.3% | +66.4% |
| 3Y | +121.5% | +215.6% | -94.0% | +62.2% |
| 5Y | +84.9% | -26.2% | +111.1% | +49.7% |
| All | +96.7% | +91.6% | +5.0% | +45.2% |
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