+130.7%
REPL vs TXT
+9.2%
+121.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.1% |
| 7D | +28.8% | +10.6% | +18.2% | +30.6% |
| 30D | +57.3% | +14.4% | +42.9% | +61.1% |
| 3M | +73.6% | -2.7% | +76.3% | +66.4% |
| 6M | +582.8% | -4.7% | +587.5% | +582.4% |
| YTD | +112.9% | -0.5% | +113.4% | +115.3% |
| 1Y | +130.7% | +8.7% | +121.9% | +122.7% |
| All | +130.7% | +9.2% | +121.5% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling