-44.0%
ACHR vs TXG
-55.3%
+11.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +1.1% |
| 7D | -2.3% | +9.5% | -11.8% | -5.8% |
| 30D | -11.3% | +18.8% | -30.1% | -17.6% |
| 3M | +5.3% | +136.1% | -130.8% | -26.3% |
| 6M | -13.2% | +235.2% | -248.5% | -48.3% |
| YTD | -25.8% | +320.5% | -346.3% | -60.0% |
| 1Y | -34.3% | +425.2% | -459.5% | -68.7% |
| 3Y | -19.9% | +42.9% | -62.8% | -40.9% |
| 5Y | -42.7% | -62.8% | +20.2% | -46.8% |
| All | -44.0% | -55.3% | +11.3% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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