-23.1%
ACN vs TXG
+453.6%
-476.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.3% | 0.0% | +3.2% |
| 7D | -1.5% | +9.5% | -11.0% | -1.9% |
| 30D | +2.1% | +18.8% | -16.7% | +1.3% |
| 3M | +11.1% | +136.1% | -125.0% | +6.0% |
| 6M | -6.8% | +235.2% | -242.1% | -14.8% |
| YTD | -30.0% | +320.5% | -350.6% | -36.6% |
| 1Y | -23.1% | +425.2% | -448.3% | -31.6% |
| All | -23.1% | +453.6% | -476.7% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling