+4,824.8%
ACGL vs TXT
+603.7%
+4,221.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | +6.4% | -2.5% | +8.9% | +7.0% |
| 30D | +16.6% | +12.8% | +3.8% | +13.2% |
| 3M | +11.6% | -3.6% | +15.2% | +12.3% |
| 6M | +17.5% | -6.9% | +24.4% | +18.8% |
| YTD | +15.3% | -2.2% | +17.4% | +14.8% |
| 1Y | +26.3% | +6.3% | +20.0% | +23.3% |
| 3Y | +35.9% | +10.3% | +25.7% | +30.1% |
| 5Y | +168.2% | +10.6% | +157.5% | +154.1% |
| 10Y | +352.0% | +121.0% | +231.0% | +259.1% |
| All | +4,824.8% | +603.7% | +4,221.1% | +3,167.4% |
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