+92.9%
TXN vs DOCS
-19.4%
+112.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +12.3% | +0.1% | +12.3% | +12.3% |
| 30D | +9.1% | +8.7% | +0.4% | +8.3% |
| 3M | +13.5% | +32.9% | -19.3% | +10.6% |
| 6M | +6.9% | +25.5% | -18.6% | +3.8% |
| YTD | +84.0% | -25.0% | +109.1% | +87.5% |
| 1Y | +95.8% | -34.9% | +130.6% | +102.4% |
| 3Y | +130.3% | +39.3% | +91.0% | +113.4% |
| 5Y | +89.2% | -54.8% | +144.0% | +81.9% |
| All | +92.9% | -19.4% | +112.2% | +88.2% |
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