+6.9%
ACN vs TXG
+16.0%
-9.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.2% |
| 7D | -1.5% | +1.8% | -3.3% | -1.8% |
| 30D | +9.4% | +32.0% | -22.6% | +5.2% |
| 3M | +5.6% | +87.0% | -81.4% | -4.1% |
| 6M | -9.3% | +180.1% | -189.3% | -22.9% |
| YTD | -29.0% | +284.1% | -313.1% | -42.5% |
| 1Y | -24.7% | +361.7% | -386.3% | -41.3% |
| 3Y | -39.8% | +15.9% | -55.7% | -45.6% |
| 5Y | -40.9% | -66.2% | +25.3% | -41.0% |
| All | +6.9% | +16.0% | -9.2% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling