+1,697.2%
ACN vs TXT
+261.8%
+1,435.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -1.5% | -4.8% | +3.3% | -0.1% |
| 30D | +9.4% | -10.6% | +20.0% | +12.9% |
| 3M | +5.6% | -13.2% | +18.8% | +9.7% |
| 6M | -9.3% | -20.3% | +11.1% | -3.9% |
| YTD | -29.0% | -9.3% | -19.7% | -27.7% |
| 1Y | -24.7% | -2.7% | -22.0% | -24.9% |
| 3Y | -39.8% | +1.4% | -41.2% | -41.4% |
| 5Y | -40.9% | +9.6% | -50.5% | -44.0% |
| 10Y | +91.1% | +94.9% | -3.8% | +46.0% |
| All | +1,697.2% | +261.8% | +1,435.5% | +748.7% |
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