+73.9%
ACWI vs TXG
+65.2%
+8.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | -0.1% |
| 7D | +2.4% | -1.8% | +4.3% | +2.6% |
| 30D | -1.7% | -20.4% | +18.7% | +0.2% |
| 3M | -3.9% | +0.1% | -4.0% | -5.0% |
| 6M | +0.8% | +176.2% | -175.4% | -10.9% |
| YTD | +11.0% | +256.8% | -245.7% | -5.2% |
| 1Y | +13.1% | +255.9% | -242.8% | -3.6% |
| 3Y | +73.9% | +60.2% | +13.7% | +51.4% |
| All | +73.9% | +65.2% | +8.7% | +51.4% |
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 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