+58.8%
TXN vs DOCS
-36.0%
+94.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.0% |
| 7D | -0.1% | -1.4% | +1.3% | 0.0% |
| 30D | -6.9% | +21.8% | -28.8% | -8.9% |
| 3M | -14.9% | +27.3% | -42.2% | -17.2% |
| 6M | +29.0% | -0.3% | +29.3% | +27.5% |
| YTD | +51.5% | -40.5% | +92.0% | +57.5% |
| 1Y | +41.6% | -61.5% | +103.1% | +54.0% |
| 3Y | +65.8% | +8.2% | +57.6% | +56.9% |
| 5Y | +56.8% | -73.4% | +130.2% | +54.3% |
| All | +58.8% | -36.0% | +94.8% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling