-53.0%
REPL vs TXT
+10.4%
-63.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | -3.0% | -4.8% | +1.8% | -1.5% |
| 30D | +27.1% | -10.6% | +37.7% | +31.6% |
| 3M | +52.4% | -13.2% | +65.6% | +61.1% |
| 6M | +107.4% | -20.3% | +127.8% | +122.4% |
| YTD | +54.7% | -9.3% | +64.0% | +55.6% |
| 1Y | +158.9% | -2.7% | +161.6% | +150.9% |
| 3Y | -23.7% | +1.4% | -25.1% | -30.3% |
| All | -53.0% | +10.4% | -63.4% | -60.0% |
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