+60.2%
ACWI vs TXT
+14.4%
+45.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -1.1% |
| 7D | -0.2% | -1.1% | +0.9% | +0.2% |
| 30D | -3.3% | +17.1% | -20.4% | -9.0% |
| 3M | -3.4% | -2.6% | -0.8% | -2.8% |
| 6M | +0.8% | -4.6% | +5.4% | +1.8% |
| YTD | +10.7% | -0.3% | +11.0% | +9.1% |
| 1Y | +11.6% | +5.9% | +5.7% | +7.2% |
| 3Y | +73.4% | +14.4% | +59.0% | +55.9% |
| 5Y | +60.2% | +15.9% | +44.3% | +38.3% |
| All | +60.2% | +14.4% | +45.8% | +38.3% |
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