+130.4%
TXN vs DOCN
+248.6%
-118.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.6% | -6.5% | +1.4% |
| 7D | -0.5% | +3.7% | -4.3% | -1.2% |
| 30D | +10.5% | -33.7% | +44.2% | +17.6% |
| 3M | +10.7% | -27.9% | +38.6% | +15.1% |
| 6M | +5.1% | -46.4% | +51.5% | +13.8% |
| YTD | +82.5% | +81.1% | +1.4% | +49.5% |
| 1Y | +98.2% | +74.3% | +23.9% | +63.4% |
| All | +130.4% | +248.6% | -118.2% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling