-64.4%
TXG vs ACM
+4.8%
-69.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.4% |
| 7D | +9.4% | -0.3% | +9.7% | +9.6% |
| 30D | +26.1% | -12.9% | +39.0% | +39.0% |
| 3M | +124.8% | -6.4% | +131.2% | +130.3% |
| 6M | +215.2% | -29.2% | +244.5% | +315.9% |
| YTD | +302.2% | -29.9% | +332.2% | +430.2% |
| 1Y | +370.9% | -47.3% | +418.2% | +708.4% |
| 3Y | +38.5% | -19.6% | +58.1% | +53.1% |
| 5Y | -64.4% | +5.5% | -69.9% | -68.2% |
| All | -64.4% | +4.8% | -69.1% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling