+145.3%
ACWI vs TXG
+16.0%
+129.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +0.5% | +1.8% | -1.3% | +0.3% |
| 30D | +0.9% | +32.0% | -31.1% | -3.0% |
| 3M | +2.4% | +87.0% | -84.6% | -6.3% |
| 6M | +12.4% | +180.1% | -167.7% | -2.9% |
| YTD | +15.2% | +284.1% | -269.0% | -5.0% |
| 1Y | +22.7% | +361.7% | -339.0% | -2.2% |
| 3Y | +75.8% | +15.9% | +59.9% | +60.1% |
| 5Y | +67.7% | -66.2% | +133.9% | +67.2% |
| All | +145.3% | +16.0% | +129.3% | +95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling