+4,269.4%
ACGL vs TXT
+552.7%
+3,716.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | -0.7% | -4.8% | +4.0% | +0.4% |
| 30D | -1.0% | -10.6% | +9.6% | +1.6% |
| 3M | +11.0% | -13.2% | +24.2% | +14.4% |
| 6M | -0.3% | -20.3% | +20.0% | +4.6% |
| YTD | +2.3% | -9.3% | +11.5% | +3.8% |
| 1Y | +6.4% | -2.7% | +9.1% | +6.1% |
| 3Y | +34.0% | +1.4% | +32.6% | +30.9% |
| 5Y | +161.6% | +9.6% | +152.1% | +149.1% |
| 10Y | +278.6% | +94.9% | +183.7% | +209.1% |
| All | +4,269.4% | +552.7% | +3,716.7% | +2,856.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling