+225.2%
ACWI vs TXT
+89.4%
+135.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -1.7% | +13.3% | -15.0% | -6.1% |
| 3M | -3.9% | -5.0% | +1.0% | -2.7% |
| 6M | +0.8% | -8.4% | +9.2% | +3.0% |
| YTD | +11.0% | -4.0% | +15.0% | +11.0% |
| 1Y | +13.1% | +2.8% | +10.3% | +10.3% |
| 3Y | +73.9% | +10.3% | +63.6% | +62.4% |
| 5Y | +59.0% | +9.2% | +49.9% | +46.6% |
| All | +225.2% | +89.4% | +135.8% | +137.2% |
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