+410.4%
TXN vs ACGL
+268.6%
+141.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.1% |
| 7D | +2.2% | -2.9% | +5.1% | +3.3% |
| 30D | -9.5% | -2.8% | -6.7% | -8.7% |
| 3M | -10.5% | +6.8% | -17.3% | -13.6% |
| 6M | +35.4% | -1.5% | +36.9% | +34.6% |
| YTD | +51.8% | -0.2% | +52.0% | +49.8% |
| 1Y | +42.9% | +5.3% | +37.7% | +37.7% |
| 3Y | +71.3% | +30.3% | +41.1% | +46.8% |
| 5Y | +58.0% | +151.8% | -93.8% | -3.2% |
| All | +410.4% | +268.6% | +141.9% | +153.4% |
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