-11.8%
ACN vs TXT
+7.8%
-19.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | +0.9% | -2.5% | +3.4% | +1.6% |
| 30D | +33.5% | +14.4% | +19.1% | +28.3% |
| 3M | +53.5% | -4.9% | +58.4% | +55.0% |
| 6M | +52.2% | -10.2% | +62.4% | +55.7% |
| YTD | -0.1% | -4.1% | +4.0% | -0.6% |
| 1Y | +11.0% | +4.0% | +7.1% | +7.2% |
| 3Y | -11.8% | +8.0% | -19.7% | -18.3% |
| All | -11.8% | +7.8% | -19.6% | -18.3% |
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