+73.2%
TXG vs ACM
-8.9%
+82.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.7% |
| 7D | -3.7% | +6.6% | -10.3% | -7.3% |
| 30D | -22.0% | +19.8% | -41.8% | -30.9% |
| 3M | +7.4% | -3.1% | +10.5% | +8.7% |
| 6M | +191.2% | -11.5% | +202.7% | +211.0% |
| YTD | +285.7% | -24.7% | +310.3% | +375.4% |
| 1Y | +268.3% | -45.1% | +313.3% | +511.4% |
| All | +73.2% | -8.9% | +82.1% | +57.5% |
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