+182.7%
TXN vs REPL
-6.0%
+188.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +1.9% |
| 7D | -0.1% | -3.0% | +2.9% | 0.0% |
| 30D | -6.9% | +27.1% | -34.1% | -8.0% |
| 3M | -14.9% | +52.4% | -67.3% | -18.1% |
| 6M | +29.0% | +107.4% | -78.4% | +16.3% |
| YTD | +51.5% | +54.7% | -3.3% | +38.5% |
| 1Y | +41.6% | +158.9% | -117.3% | +21.8% |
| 3Y | +65.8% | -23.7% | +89.5% | +37.7% |
| 5Y | +56.8% | -54.3% | +111.2% | +33.6% |
| All | +182.7% | -6.0% | +188.7% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling