+10.4%
TXT vs ACM
-2.7%
+13.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.5% | +5.4% | -7.9% | -5.0% |
| 30D | +14.4% | +15.1% | -0.7% | +7.0% |
| 3M | -4.9% | -10.5% | +5.5% | -0.5% |
| 6M | -10.2% | -19.7% | +9.5% | -1.4% |
| YTD | -4.1% | -28.8% | +24.7% | +10.8% |
| 1Y | +4.0% | -47.9% | +51.8% | +44.2% |
| 3Y | +8.0% | -12.4% | +20.3% | +3.2% |
| All | +10.4% | -2.7% | +13.1% | -7.0% |
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