+46.8%
REPL vs TXT
+29.6%
+17.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.7% | +2.0% |
| 7D | +14.2% | -3.5% | +17.7% | +15.9% |
| 30D | +65.9% | +15.2% | +50.7% | +56.6% |
| 3M | +84.6% | -4.5% | +89.0% | +87.9% |
| 6M | +446.9% | -6.1% | +453.0% | +463.7% |
| YTD | +129.0% | -2.0% | +131.0% | +124.0% |
| 1Y | +167.9% | +4.2% | +163.7% | +154.7% |
| 3Y | +93.9% | +14.4% | +79.5% | +69.6% |
| 5Y | -33.0% | +12.3% | -45.3% | -42.4% |
| All | +46.8% | +29.6% | +17.2% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling