+40.2%
TXG vs ACM
-22.3%
+62.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.6% | +4.8% |
| 7D | +9.1% | -3.7% | +12.8% | +12.0% |
| 30D | +14.9% | -12.7% | +27.5% | +25.2% |
| 3M | +120.0% | -9.8% | +129.8% | +130.7% |
| 6M | +221.8% | -31.4% | +253.2% | +327.8% |
| YTD | +312.6% | -32.1% | +344.7% | +447.4% |
| 1Y | +398.4% | -47.8% | +446.3% | +739.4% |
| All | +40.2% | -22.3% | +62.5% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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