+104.0%
TXN vs DOCN
+189.9%
-85.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.7% |
| 7D | -7.8% | -19.2% | +11.3% | -4.4% |
| 30D | -3.6% | -43.1% | +39.5% | +5.3% |
| 3M | +0.1% | -40.7% | +40.8% | +7.7% |
| 6M | -3.2% | -55.0% | +51.8% | +7.9% |
| YTD | +63.4% | +50.6% | +12.7% | +38.6% |
| 1Y | +75.6% | +54.0% | +21.7% | +47.9% |
| 3Y | +104.0% | +203.9% | -99.9% | +38.4% |
| All | +104.0% | +189.9% | -85.9% | +38.4% |
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