+5,250.1%
TXN vs ACGL
+4,938.9%
+311.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | -3.8% | +1.3% | -5.1% | -4.1% |
| 30D | +6.4% | +14.2% | -7.8% | +3.0% |
| 3M | +7.7% | +11.1% | -3.4% | +4.8% |
| 6M | +5.5% | +16.4% | -10.9% | +0.8% |
| YTD | +77.0% | +13.8% | +63.2% | +69.9% |
| 1Y | +91.2% | +21.6% | +69.7% | +80.6% |
| 3Y | +121.5% | +33.5% | +88.0% | +101.8% |
| 5Y | +84.9% | +174.8% | -89.9% | +38.8% |
| 10Y | +469.9% | +330.4% | +139.5% | +280.7% |
| All | +5,250.1% | +4,938.9% | +311.1% | +2,603.9% |
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