+136.9%
ACWI vs TXG
+20.5%
+116.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.7% | -7.1% | +1.4% |
| 7D | +0.3% | +5.5% | -5.2% | -0.5% |
| 30D | -2.8% | -19.3% | +16.5% | -0.8% |
| 3M | -3.2% | +25.0% | -28.2% | -7.1% |
| 6M | +1.3% | +201.2% | -199.9% | -13.9% |
| YTD | +11.2% | +298.8% | -287.6% | -9.7% |
| 1Y | +13.8% | +326.6% | -312.8% | -8.8% |
| 3Y | +76.2% | +78.3% | -2.1% | +49.9% |
| 5Y | +59.5% | -61.3% | +120.8% | +55.1% |
| All | +136.9% | +20.5% | +116.5% | +86.2% |
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 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