+83.4%
TXN vs REPL
-30.0%
+113.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | +1.5% |
| 7D | -3.8% | +12.7% | -16.6% | -4.1% |
| 30D | +6.4% | +73.5% | -67.0% | +5.2% |
| 3M | +7.7% | +70.3% | -62.6% | +6.4% |
| 6M | +5.5% | +472.0% | -466.5% | -0.5% |
| YTD | +77.0% | +139.5% | -62.5% | +67.3% |
| 1Y | +91.2% | +167.3% | -76.1% | +80.1% |
| 3Y | +121.5% | +109.5% | +12.0% | +89.7% |
| All | +83.4% | -30.0% | +113.4% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling