+36.0%
ACGL vs TXT
+1.6%
+34.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | -0.7% | -4.8% | +4.0% | +0.3% |
| 30D | -1.0% | -10.6% | +9.6% | +1.5% |
| 3M | +11.0% | -13.2% | +24.2% | +14.2% |
| 6M | -0.3% | -20.3% | +20.0% | +4.6% |
| YTD | +2.3% | -9.3% | +11.5% | +3.3% |
| 1Y | +6.4% | -2.7% | +9.1% | +5.1% |
| All | +36.0% | +1.6% | +34.4% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling