+89.0%
TXN vs DOCS
-53.5%
+142.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +2.8% |
| 7D | -0.5% | -4.2% | +3.6% | -0.1% |
| 30D | +10.5% | +8.6% | +1.9% | +9.6% |
| 3M | +10.7% | +27.2% | -16.5% | +7.8% |
| 6M | +5.1% | +26.5% | -21.4% | +1.4% |
| YTD | +82.5% | -25.0% | +107.4% | +86.9% |
| 1Y | +98.2% | -37.0% | +135.2% | +107.4% |
| 3Y | +128.4% | +39.4% | +89.0% | +105.7% |
| 5Y | +89.0% | -56.7% | +145.7% | +85.8% |
| All | +89.0% | -53.5% | +142.5% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling