-44.0%
ACN vs TXG
-63.6%
+19.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.1% |
| 7D | -6.3% | +9.1% | -15.5% | -7.4% |
| 30D | -1.4% | +14.9% | -16.3% | -3.3% |
| 3M | +2.6% | +120.0% | -117.4% | -8.9% |
| 6M | -14.3% | +221.8% | -236.1% | -28.7% |
| YTD | -33.1% | +312.6% | -345.7% | -46.5% |
| 1Y | -28.8% | +398.4% | -427.2% | -45.3% |
| 3Y | -43.0% | +42.1% | -85.0% | -49.7% |
| 5Y | -44.0% | -63.5% | +19.4% | -45.2% |
| All | -44.0% | -63.6% | +19.6% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling