+330.6%
ACGL vs TXT
+115.3%
+215.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.5% | -0.2% |
| 7D | -1.1% | -3.5% | +2.4% | +0.5% |
| 30D | +13.1% | +15.2% | -2.0% | +5.9% |
| 3M | +9.8% | -4.5% | +14.3% | +11.4% |
| 6M | +15.3% | -6.1% | +21.4% | +17.1% |
| YTD | +12.7% | -2.0% | +14.7% | +11.2% |
| 1Y | +20.7% | +4.2% | +16.5% | +15.6% |
| 3Y | +34.3% | +14.4% | +19.9% | +19.2% |
| 5Y | +170.6% | +12.3% | +158.3% | +135.4% |
| 10Y | +330.6% | +101.8% | +228.7% | +146.0% |
| All | +330.6% | +115.3% | +215.2% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling