+55.0%
ACWI vs TXT
+7.8%
+47.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.7% |
| 7D | -2.4% | -2.5% | +0.2% | -1.5% |
| 30D | -5.2% | +14.4% | -19.6% | -10.1% |
| 3M | -4.8% | -4.9% | +0.1% | -3.4% |
| 6M | -1.3% | -10.2% | +8.9% | +1.9% |
| YTD | +8.4% | -4.1% | +12.5% | +8.3% |
| 1Y | +11.0% | +4.0% | +7.1% | +7.2% |
| 3Y | +70.6% | +8.0% | +62.6% | +56.9% |
| All | +55.0% | +7.8% | +47.3% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling