+351.9%
ACWI vs TXT
+56.9%
+295.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | 0.0% | +0.8% | -0.8% | -0.3% |
| 30D | -0.6% | -10.4% | +9.8% | +2.7% |
| 3M | +4.3% | -14.3% | +18.6% | +8.9% |
| 6M | +12.7% | -15.1% | +27.8% | +17.8% |
| YTD | +13.9% | -8.3% | +22.2% | +16.0% |
| 1Y | +20.5% | -0.7% | +21.2% | +19.6% |
| 3Y | +76.5% | +6.0% | +70.5% | +69.5% |
| 5Y | +67.5% | +12.5% | +55.0% | +56.2% |
| 10Y | +231.8% | +103.2% | +128.7% | +142.1% |
| All | +351.9% | +56.9% | +295.1% | +207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling