+97.4%
TXT vs ACM
+128.0%
-30.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.1% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -11.1% | -12.9% | +1.9% | -4.4% |
| 3M | -13.0% | -6.4% | -6.6% | -11.1% |
| 6M | -16.2% | -29.2% | +13.0% | +0.9% |
| YTD | -8.7% | -29.9% | +21.2% | +9.0% |
| 1Y | -3.8% | -47.3% | +43.5% | +36.4% |
| 3Y | +5.5% | -19.6% | +25.1% | +10.8% |
| 5Y | +12.3% | +5.5% | +6.8% | -3.4% |
| 10Y | +97.4% | +129.7% | -32.3% | +4.8% |
| All | +97.4% | +128.0% | -30.6% | +4.8% |
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