+9.8%
TXT vs ACM
+1.1%
+8.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -1.0% |
| 7D | +0.1% | +5.6% | -5.5% | -2.5% |
| 30D | +13.3% | +20.8% | -7.5% | +3.6% |
| 3M | -5.0% | +11.4% | -16.4% | -10.1% |
| 6M | -8.4% | +0.9% | -9.4% | -10.4% |
| YTD | -4.0% | -24.8% | +20.8% | +8.1% |
| 1Y | +2.8% | -46.4% | +49.2% | +41.6% |
| 3Y | +10.3% | -9.2% | +19.5% | +4.1% |
| All | +9.8% | +1.1% | +8.7% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling