+12.4%
TXG vs ACGL
+177.2%
-164.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.6% |
| 7D | -15.4% | +0.9% | -16.3% | -15.6% |
| 30D | -22.1% | +13.7% | -35.8% | -23.9% |
| 3M | +30.0% | +8.0% | +22.0% | +27.9% |
| 6M | +160.7% | +13.3% | +147.4% | +153.1% |
| YTD | +263.5% | +11.8% | +251.6% | +253.1% |
| 1Y | +356.0% | +22.2% | +333.8% | +335.1% |
| 3Y | +53.4% | +32.5% | +20.9% | +41.1% |
| 5Y | -66.7% | +160.2% | -226.9% | -74.7% |
| All | +12.4% | +177.2% | -164.8% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling