+65.5%
TXN vs DOCS
-54.0%
+119.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.3% | -6.4% | -10.3% |
| 7D | -10.7% | -1.3% | -9.3% | -10.5% |
| 30D | -6.0% | +19.4% | -25.4% | -7.6% |
| 3M | +0.6% | +53.4% | -52.8% | -4.2% |
| 6M | 0.0% | +28.8% | -28.8% | -3.8% |
| YTD | +63.8% | -25.1% | +88.9% | +67.8% |
| 1Y | +73.8% | -48.1% | +121.9% | +86.3% |
| 3Y | +100.9% | +51.4% | +49.5% | +78.6% |
| 5Y | +65.5% | -51.1% | +116.6% | +59.9% |
| All | +65.5% | -54.0% | +119.5% | +59.9% |
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