+85.5%
TXN vs DOCS
-21.3%
+106.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.7% |
| 7D | -3.8% | -0.6% | -3.3% | -3.8% |
| 30D | +6.4% | +6.3% | +0.1% | +5.9% |
| 3M | +7.7% | +26.5% | -18.8% | +5.4% |
| 6M | +5.5% | +24.8% | -19.3% | +2.4% |
| YTD | +77.0% | -26.8% | +103.8% | +80.7% |
| 1Y | +91.2% | -38.3% | +129.5% | +98.7% |
| 3Y | +121.5% | +36.0% | +85.5% | +105.7% |
| 5Y | +84.9% | -55.0% | +139.9% | +78.1% |
| All | +85.5% | -21.3% | +106.8% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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