+77.3%
TXG vs REPL
+100.5%
-23.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.6% | -7.9% | -3.4% |
| 7D | -3.7% | +12.7% | -16.4% | -3.9% |
| 30D | -22.0% | +73.5% | -95.5% | -23.2% |
| 3M | +7.4% | +70.3% | -62.9% | +5.7% |
| 6M | +191.2% | +472.0% | -280.8% | +170.3% |
| YTD | +285.7% | +139.5% | +146.1% | +261.3% |
| 1Y | +268.3% | +167.3% | +101.0% | +242.9% |
| 3Y | +77.3% | +109.5% | -32.3% | +37.5% |
| All | +77.3% | +100.5% | -23.2% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling