+222.2%
ACWI vs TXT
+115.3%
+106.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.9% |
| 7D | +0.3% | -3.5% | +3.9% | +1.6% |
| 30D | -2.8% | +15.2% | -18.0% | -7.7% |
| 3M | -3.2% | -4.5% | +1.3% | -2.1% |
| 6M | +1.3% | -6.1% | +7.4% | +2.6% |
| YTD | +11.2% | -2.0% | +13.2% | +10.4% |
| 1Y | +13.8% | +4.2% | +9.5% | +10.5% |
| 3Y | +76.2% | +14.4% | +61.8% | +62.6% |
| 5Y | +59.5% | +12.3% | +47.1% | +45.6% |
| 10Y | +222.2% | +101.8% | +120.4% | +135.6% |
| All | +222.2% | +115.3% | +106.9% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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