+101.8%
TXT vs ACM
+147.1%
-45.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.2% | -3.0% | -0.9% |
| 7D | -3.5% | +6.9% | -10.4% | -7.4% |
| 30D | +15.2% | +19.1% | -3.9% | +3.7% |
| 3M | -4.5% | -6.9% | +2.5% | -1.6% |
| 6M | -6.1% | -12.0% | +5.9% | -1.4% |
| YTD | -2.0% | -25.1% | +23.2% | +12.2% |
| 1Y | +4.2% | -45.4% | +49.6% | +45.2% |
| 3Y | +14.4% | -6.9% | +21.3% | +9.1% |
| 5Y | +12.3% | +3.7% | +8.6% | -1.9% |
| 10Y | +101.8% | +135.8% | -33.9% | +7.9% |
| All | +101.8% | +147.1% | -45.3% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling