+144.2%
ACWI vs TXG
+21.5%
+122.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.1% |
| 7D | +1.1% | +9.4% | -8.3% | -0.1% |
| 30D | -0.2% | +26.1% | -26.3% | -3.3% |
| 3M | +4.7% | +124.8% | -120.1% | -6.4% |
| 6M | +14.5% | +215.2% | -200.8% | -2.6% |
| YTD | +14.6% | +302.2% | -287.6% | -6.0% |
| 1Y | +21.4% | +370.9% | -349.5% | -3.4% |
| 3Y | +77.6% | +38.5% | +39.1% | +57.9% |
| 5Y | +68.1% | -64.4% | +132.4% | +66.5% |
| All | +144.2% | +21.5% | +122.7% | +93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling