+183.1%
TXN vs REPL
-17.3%
+200.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.4% | +7.3% | -0.7% |
| 7D | +2.0% | -13.4% | +15.4% | +2.5% |
| 30D | -8.0% | -3.0% | -5.0% | -8.0% |
| 3M | -7.8% | +56.3% | -64.1% | -11.3% |
| 6M | +32.4% | +60.9% | -28.5% | +21.0% |
| YTD | +51.7% | +36.2% | +15.5% | +39.4% |
| 1Y | +44.3% | +121.0% | -76.7% | +25.1% |
| 3Y | +71.3% | -32.8% | +104.1% | +42.9% |
| 5Y | +56.4% | -58.7% | +115.1% | +33.4% |
| All | +183.1% | -17.3% | +200.4% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling