+12.0%
TXG vs ACGL
+182.3%
-170.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.8% | -4.8% |
| 7D | +1.8% | -1.2% | +3.0% | +2.0% |
| 30D | -17.7% | +12.8% | -30.5% | -19.5% |
| 3M | +2.3% | +12.3% | -9.9% | +0.1% |
| 6M | +182.5% | +15.8% | +166.7% | +173.3% |
| YTD | +262.4% | +13.9% | +248.5% | +251.1% |
| 1Y | +254.1% | +19.0% | +235.1% | +239.9% |
| 3Y | +66.6% | +33.7% | +32.9% | +53.2% |
| 5Y | -64.5% | +173.4% | -237.9% | -73.3% |
| All | +12.0% | +182.3% | -170.2% | -18.1% |
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