+68.7%
TXT vs ACM
+230.8%
-162.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -4.8% | -3.7% | -1.0% | -2.6% |
| 30D | -10.6% | -11.1% | +0.5% | -5.2% |
| 3M | -13.2% | -8.0% | -5.2% | -10.4% |
| 6M | -20.3% | -29.7% | +9.3% | -4.3% |
| YTD | -9.3% | -29.4% | +20.1% | +7.3% |
| 1Y | -2.7% | -46.4% | +43.7% | +34.7% |
| 3Y | +1.4% | -22.3% | +23.7% | +9.9% |
| 5Y | +9.6% | +4.5% | +5.1% | -2.2% |
| 10Y | +94.9% | +127.6% | -32.7% | +4.0% |
| All | +68.7% | +230.8% | -162.1% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling