+4,478.6%
TXN vs ACGL
+4,429.2%
+49.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.2% |
| 7D | -0.1% | -0.7% | +0.7% | +0.1% |
| 30D | -6.9% | -1.0% | -5.9% | -6.8% |
| 3M | -14.9% | +11.0% | -26.0% | -17.6% |
| 6M | +29.0% | -0.3% | +29.3% | +28.2% |
| YTD | +51.5% | +2.3% | +49.2% | +49.4% |
| 1Y | +41.6% | +6.4% | +35.2% | +38.1% |
| 3Y | +65.8% | +34.0% | +31.9% | +50.7% |
| 5Y | +56.8% | +161.6% | -104.8% | +19.2% |
| 10Y | +387.5% | +278.6% | +108.9% | +235.9% |
| All | +4,478.6% | +4,429.2% | +49.4% | +2,277.9% |
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 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