+4,837.8%
TXN vs ACGL
+4,853.1%
-15.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.4% |
| 7D | -7.8% | +0.9% | -8.7% | -8.0% |
| 30D | -3.6% | +13.7% | -17.3% | -6.6% |
| 3M | +0.1% | +8.0% | -7.9% | -2.0% |
| 6M | -3.2% | +13.3% | -16.5% | -6.9% |
| YTD | +63.4% | +11.8% | +51.5% | +57.4% |
| 1Y | +75.6% | +22.2% | +53.4% | +65.5% |
| 3Y | +104.0% | +32.5% | +71.5% | +86.2% |
| 5Y | +65.0% | +160.2% | -95.2% | +25.5% |
| 10Y | +437.9% | +338.5% | +99.4% | +258.4% |
| All | +4,837.8% | +4,853.1% | -15.3% | +2,405.4% |
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 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