+2,408.2%
ACN vs TXT
+297.3%
+2,110.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.2% |
| 7D | +1.6% | -1.1% | +2.6% | +1.8% |
| 30D | +24.6% | +17.1% | +7.6% | +18.9% |
| 3M | +46.2% | -2.6% | +48.8% | +46.9% |
| 6M | +46.2% | -4.6% | +50.7% | +47.1% |
| YTD | -0.9% | -0.3% | -0.5% | -2.0% |
| 1Y | +8.8% | +5.9% | +2.9% | +5.7% |
| 3Y | -14.3% | +14.4% | -28.6% | -19.5% |
| 5Y | -22.6% | +15.9% | -38.5% | -28.0% |
| 10Y | +153.7% | +99.6% | +54.2% | +91.9% |
| All | +2,408.2% | +297.3% | +2,110.9% | +1,050.2% |
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