+88.5%
ACN vs TXT
+100.3%
-11.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | -6.3% | +0.8% | -7.2% | -6.6% |
| 30D | -1.4% | -10.4% | +9.1% | +2.7% |
| 3M | +2.6% | -14.3% | +16.9% | +8.4% |
| 6M | -14.3% | -15.1% | +0.8% | -9.7% |
| YTD | -33.1% | -8.3% | -24.8% | -31.9% |
| 1Y | -28.8% | -0.7% | -28.1% | -29.9% |
| 3Y | -43.0% | +6.0% | -48.9% | -46.4% |
| 5Y | -44.0% | +12.5% | -56.5% | -49.3% |
| 10Y | +88.5% | +103.2% | -14.7% | +32.0% |
| All | +88.5% | +100.3% | -11.7% | +32.0% |
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