+17.6%
TXG vs REPL
+85.5%
-67.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.1% | -0.9% |
| 7D | -8.1% | +5.3% | -13.4% | -8.4% |
| 30D | -17.5% | +66.6% | -84.1% | -20.8% |
| 3M | +6.1% | +59.6% | -53.5% | +1.8% |
| 6M | +202.7% | +482.4% | -279.7% | +142.0% |
| YTD | +280.4% | +124.1% | +156.4% | +212.5% |
| 1Y | +274.0% | +138.6% | +135.5% | +204.7% |
| 3Y | +74.9% | +96.0% | -21.2% | +2.5% |
| 5Y | -63.0% | -35.4% | -27.7% | -74.1% |
| All | +17.6% | +85.5% | -67.9% | -32.1% |
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