-35.1%
REPL vs TXT
+7.8%
-42.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.0% | +10.0% | +8.6% |
| 7D | +22.8% | -2.5% | +25.3% | +23.8% |
| 30D | +63.8% | +14.4% | +49.4% | +57.1% |
| 3M | +68.1% | -4.9% | +73.0% | +70.5% |
| 6M | +528.5% | -10.2% | +538.7% | +555.9% |
| YTD | +122.4% | -4.1% | +126.5% | +119.6% |
| 1Y | +154.4% | +4.0% | +150.4% | +142.1% |
| 3Y | +68.0% | +8.0% | +60.0% | +50.7% |
| All | -35.1% | +7.8% | -42.9% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling