+154.4%
REPL vs TXT
+4.1%
+150.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.0% | +10.0% | +7.8% |
| 7D | +22.8% | -2.5% | +25.3% | +22.4% |
| 30D | +63.8% | +14.4% | +49.4% | +69.3% |
| 3M | +68.1% | -4.9% | +73.0% | +61.5% |
| 6M | +528.5% | -10.2% | +538.7% | +518.7% |
| YTD | +122.4% | -4.1% | +126.5% | +124.0% |
| 1Y | +154.4% | +4.0% | +150.4% | +145.2% |
| All | +154.4% | +4.1% | +150.2% | +145.2% |
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