+45.0%
TXN vs ACGL
+5.7%
+39.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.2% |
| 7D | +2.7% | -2.1% | +4.8% | +2.1% |
| 30D | -6.7% | -2.2% | -4.5% | -7.3% |
| 3M | -8.9% | +6.3% | -15.2% | -9.0% |
| 6M | +34.7% | +0.5% | +34.2% | +36.0% |
| YTD | +53.3% | +0.2% | +53.1% | +55.0% |
| 1Y | +45.0% | +7.3% | +37.8% | +46.7% |
| All | +45.0% | +5.7% | +39.3% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling