-67.2%
TXG vs ACGL
+161.8%
-229.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | +1.8% | -0.7% | +2.6% | +1.9% |
| 30D | +32.0% | -1.0% | +33.0% | +32.1% |
| 3M | +87.0% | +11.0% | +76.0% | +82.6% |
| 6M | +180.1% | -0.3% | +180.4% | +179.1% |
| YTD | +284.1% | +2.3% | +281.8% | +280.0% |
| 1Y | +361.7% | +6.4% | +355.3% | +351.9% |
| 3Y | +15.9% | +34.0% | -18.1% | +2.0% |
| All | -67.2% | +161.8% | -229.0% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling