+70.6%
ACWI vs TXG
+49.6%
+20.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | -2.4% | -15.4% | +13.1% | -0.9% |
| 30D | -5.2% | -22.1% | +16.9% | -3.2% |
| 3M | -4.8% | +30.0% | -34.8% | -8.4% |
| 6M | -1.3% | +160.7% | -162.0% | -12.2% |
| YTD | +8.4% | +263.5% | -255.1% | -7.5% |
| 1Y | +11.0% | +356.0% | -345.0% | -8.0% |
| 3Y | +70.6% | +53.4% | +17.2% | +50.5% |
| All | +70.6% | +49.6% | +20.9% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling