-2.7%
TXT vs ACM
-45.8%
+43.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -4.8% | -3.7% | -1.0% | -4.3% |
| 30D | -10.6% | -11.1% | +0.5% | -9.0% |
| 3M | -13.2% | -8.0% | -5.2% | -12.2% |
| 6M | -20.3% | -29.7% | +9.3% | -15.9% |
| YTD | -9.3% | -29.4% | +20.1% | -4.8% |
| 1Y | -2.7% | -46.4% | +43.7% | +5.9% |
| All | -2.7% | -45.8% | +43.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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