+23.3%
TXG vs ACGL
+179.4%
-156.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.8% | +9.0% | +9.6% |
| 7D | +5.5% | -1.1% | +6.6% | +5.7% |
| 30D | -19.3% | +13.1% | -32.5% | -21.1% |
| 3M | +25.0% | +9.8% | +15.2% | +22.7% |
| 6M | +201.2% | +15.3% | +185.9% | +191.5% |
| YTD | +298.8% | +12.7% | +286.1% | +287.1% |
| 1Y | +326.6% | +20.7% | +305.8% | +308.1% |
| 3Y | +78.3% | +34.3% | +44.0% | +63.6% |
| 5Y | -61.3% | +170.6% | -231.9% | -70.8% |
| All | +23.3% | +179.4% | -156.1% | -9.7% |
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