+71.9%
TXN vs REPL
-27.0%
+98.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.0% |
| 7D | +2.7% | -9.6% | +12.2% | +2.7% |
| 30D | -6.7% | +5.7% | -12.4% | -6.8% |
| 3M | -8.9% | +56.4% | -65.3% | -9.7% |
| 6M | +34.7% | +67.4% | -32.7% | +31.0% |
| YTD | +53.3% | +48.7% | +4.7% | +49.3% |
| 1Y | +45.0% | +148.3% | -103.2% | +39.1% |
| All | +71.9% | -27.0% | +98.9% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling