+27.6%
TXG vs REPL
+23.1%
+4.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.7% | +2.7% |
| 7D | +9.1% | -9.6% | +18.7% | +9.9% |
| 30D | +14.9% | +5.7% | +9.2% | +14.1% |
| 3M | +120.0% | +56.4% | +63.6% | +104.0% |
| 6M | +221.8% | +67.4% | +154.4% | +172.1% |
| YTD | +312.6% | +48.7% | +263.9% | +250.8% |
| 1Y | +398.4% | +148.3% | +250.2% | +276.6% |
| 3Y | +42.1% | -26.7% | +68.8% | -1.6% |
| 5Y | -63.5% | -54.1% | -9.3% | -73.8% |
| All | +27.6% | +23.1% | +4.5% | -23.7% |
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 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