+27.6%
TXG vs ACGL
+148.3%
-120.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +9.1% | -2.1% | +11.3% | +9.5% |
| 30D | +14.9% | -2.2% | +17.1% | +15.2% |
| 3M | +120.0% | +6.3% | +113.7% | +116.4% |
| 6M | +221.8% | +0.5% | +221.3% | +219.8% |
| YTD | +312.6% | +0.2% | +312.4% | +309.4% |
| 1Y | +398.4% | +7.3% | +391.2% | +386.5% |
| 3Y | +42.1% | +30.8% | +11.3% | +29.6% |
| 5Y | -63.5% | +155.8% | -219.2% | -72.2% |
| All | +27.6% | +148.3% | -120.8% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling