+42.6%
REPL vs TXT
+26.8%
+15.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.0% | +10.0% | +8.8% |
| 7D | +22.8% | -2.5% | +25.3% | +24.1% |
| 30D | +63.8% | +14.4% | +49.4% | +55.1% |
| 3M | +68.1% | -4.9% | +73.0% | +71.4% |
| 6M | +528.5% | -10.2% | +538.7% | +559.8% |
| YTD | +122.4% | -4.1% | +126.5% | +119.5% |
| 1Y | +154.4% | +4.0% | +150.4% | +141.8% |
| 3Y | +68.0% | +8.0% | +60.0% | +50.8% |
| 5Y | -35.4% | +8.4% | -43.8% | -43.6% |
| All | +42.6% | +26.8% | +15.9% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling