-25.8%
ACN vs TXG
-65.2%
+39.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.4% |
| 7D | -3.8% | -1.8% | -2.0% | -3.7% |
| 30D | +16.5% | -20.4% | +36.9% | +18.5% |
| 3M | +41.5% | +0.1% | +41.4% | +38.3% |
| 6M | +60.1% | +176.2% | -116.1% | +33.7% |
| YTD | -3.9% | +256.8% | -260.7% | -23.5% |
| 1Y | +4.1% | +255.9% | -251.8% | -17.4% |
| 3Y | -15.9% | +60.2% | -76.1% | -29.1% |
| All | -25.8% | -65.2% | +39.4% | -26.7% |
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