+5.2%
ACN vs TXG
+27.0%
-21.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.3% | 0.0% | +2.9% |
| 7D | -1.5% | +9.5% | -11.0% | -2.7% |
| 30D | +2.1% | +18.8% | -16.7% | -0.3% |
| 3M | +11.1% | +136.1% | -125.0% | -2.3% |
| 6M | -6.8% | +235.2% | -242.1% | -22.8% |
| YTD | -30.0% | +320.5% | -350.6% | -44.1% |
| 1Y | -23.1% | +425.2% | -448.3% | -41.2% |
| 3Y | -40.4% | +42.9% | -83.3% | -47.8% |
| 5Y | -41.6% | -62.8% | +21.3% | -42.4% |
| All | +5.2% | +27.0% | -21.8% | -20.6% |
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