+6.9%
TXN vs REPL
+478.4%
-471.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.9% |
| 7D | +12.3% | +9.8% | +2.6% | +12.4% |
| 30D | +9.1% | +81.5% | -72.4% | +9.9% |
| 3M | +13.5% | +44.2% | -30.7% | +14.1% |
| 6M | +6.9% | +437.4% | -430.5% | +11.5% |
| All | +6.9% | +478.4% | -471.5% | +11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling