+71.2%
TXN vs DOCS
-21.0%
+92.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.1% |
| 7D | -7.8% | -0.8% | -7.0% | -7.7% |
| 30D | -3.6% | +17.4% | -21.0% | -4.9% |
| 3M | +0.1% | +57.4% | -57.2% | -4.2% |
| 6M | -3.2% | +26.5% | -29.8% | -6.2% |
| YTD | +63.4% | -26.6% | +89.9% | +66.7% |
| 1Y | +75.6% | -48.1% | +123.7% | +85.7% |
| 3Y | +104.0% | +52.6% | +51.4% | +86.9% |
| 5Y | +65.0% | -52.1% | +117.1% | +58.9% |
| All | +71.2% | -21.0% | +92.2% | +67.4% |
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