-40.6%
ACN vs TXT
+10.4%
-51.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -1.5% | -4.8% | +3.3% | +0.4% |
| 30D | +9.4% | -10.6% | +20.0% | +14.3% |
| 3M | +5.6% | -13.2% | +18.8% | +11.4% |
| 6M | -9.3% | -20.3% | +11.1% | -1.3% |
| YTD | -29.0% | -9.3% | -19.7% | -27.5% |
| 1Y | -24.7% | -2.7% | -22.0% | -25.7% |
| 3Y | -39.8% | +1.4% | -41.2% | -43.9% |
| All | -40.6% | +10.4% | -51.0% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling