+2,368.0%
ACN vs TXT
+290.9%
+2,077.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -3.0% |
| 7D | -2.5% | -3.5% | +1.0% | -1.5% |
| 30D | +22.6% | +15.2% | +7.5% | +17.5% |
| 3M | +45.9% | -4.5% | +50.4% | +47.4% |
| 6M | +43.8% | -6.1% | +49.9% | +45.5% |
| YTD | -2.5% | -2.0% | -0.5% | -3.1% |
| 1Y | +6.5% | +4.2% | +2.3% | +3.9% |
| 3Y | -14.2% | +14.4% | -28.6% | -19.4% |
| 5Y | -24.4% | +12.3% | -36.8% | -29.1% |
| 10Y | +156.3% | +101.8% | +54.5% | +93.4% |
| All | +2,368.0% | +290.9% | +2,077.1% | +1,037.1% |
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