+330.1%
ACWI vs TXT
+67.4%
+262.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.3% |
| 7D | -4.0% | -2.5% | -1.5% | -3.3% |
| 30D | -5.8% | +12.8% | -18.7% | -9.5% |
| 3M | -5.0% | -3.6% | -1.4% | -4.4% |
| 6M | +0.7% | -6.9% | +7.6% | +2.2% |
| YTD | +8.4% | -2.2% | +10.6% | +7.9% |
| 1Y | +10.1% | +6.3% | +3.8% | +6.7% |
| 3Y | +70.8% | +10.3% | +60.5% | +61.5% |
| 5Y | +55.4% | +10.6% | +44.7% | +45.1% |
| 10Y | +223.3% | +121.0% | +102.3% | +129.3% |
| All | +330.1% | +67.4% | +262.7% | +185.8% |
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