-43.0%
ACN vs TXG
+41.0%
-84.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.0% |
| 7D | -6.3% | +9.1% | -15.5% | -7.1% |
| 30D | -1.4% | +14.9% | -16.3% | -2.7% |
| 3M | +2.6% | +120.0% | -117.4% | -5.6% |
| 6M | -14.3% | +221.8% | -236.1% | -25.0% |
| YTD | -33.1% | +312.6% | -345.7% | -43.1% |
| 1Y | -28.8% | +398.4% | -427.2% | -41.3% |
| All | -43.0% | +41.0% | -84.1% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling