-44.8%
ACHR vs TXG
-56.1%
+11.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.6% | -8.2% | -6.7% |
| 7D | -2.7% | +9.1% | -11.8% | -6.1% |
| 30D | -12.1% | +14.9% | -27.0% | -17.2% |
| 3M | +3.4% | +120.0% | -116.6% | -25.5% |
| 6M | -15.6% | +221.8% | -237.5% | -48.9% |
| YTD | -26.9% | +312.6% | -339.4% | -60.3% |
| 1Y | -34.8% | +398.4% | -433.2% | -68.3% |
| 3Y | -19.2% | +42.1% | -61.3% | -40.2% |
| 5Y | -43.8% | -63.5% | +19.7% | -47.5% |
| All | -44.8% | -56.1% | +11.3% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling