+18.8%
TXG vs ACM
+82.4%
-63.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +1.8% | -3.7% | +5.5% | +4.0% |
| 30D | +32.0% | -11.1% | +43.1% | +39.5% |
| 3M | +87.0% | -8.0% | +95.0% | +92.9% |
| 6M | +180.1% | -29.7% | +209.7% | +236.5% |
| YTD | +284.1% | -29.4% | +313.5% | +359.4% |
| 1Y | +361.7% | -46.4% | +408.1% | +543.2% |
| 3Y | +15.9% | -22.3% | +38.3% | +33.0% |
| 5Y | -66.2% | +4.5% | -70.6% | -65.1% |
| All | +18.8% | +82.4% | -63.6% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling