+107.4%
REPL vs TXT
-20.2%
+127.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.8% |
| 7D | -3.0% | -4.8% | +1.8% | -5.5% |
| 30D | +27.1% | -10.6% | +37.7% | +19.4% |
| 3M | +52.4% | -13.2% | +65.6% | +52.0% |
| 6M | +107.4% | -20.3% | +127.8% | +151.3% |
| All | +107.4% | -20.2% | +127.6% | +151.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling