+55.0%
ACWI vs TXG
-66.4%
+121.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | -2.4% | -15.4% | +13.1% | -0.5% |
| 30D | -5.2% | -22.1% | +16.9% | -2.8% |
| 3M | -4.8% | +30.0% | -34.8% | -9.3% |
| 6M | -1.3% | +160.7% | -162.0% | -14.7% |
| YTD | +8.4% | +263.5% | -255.1% | -11.1% |
| 1Y | +11.0% | +356.0% | -345.0% | -12.2% |
| 3Y | +70.6% | +53.4% | +17.2% | +48.2% |
| All | +55.0% | -66.4% | +121.4% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling