+415.7%
TXN vs ACWI
+226.5%
+189.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.8% |
| 7D | +2.7% | 0.0% | +2.7% | +2.6% |
| 30D | -6.7% | -0.6% | -6.1% | -6.0% |
| 3M | -8.9% | +4.3% | -13.2% | -13.0% |
| 6M | +34.7% | +12.7% | +22.0% | +16.8% |
| YTD | +53.3% | +13.9% | +39.4% | +31.0% |
| 1Y | +45.0% | +20.5% | +24.5% | +15.4% |
| 3Y | +73.1% | +76.5% | -3.4% | -13.2% |
| 5Y | +59.9% | +67.5% | -7.6% | -13.8% |
| 10Y | +415.7% | +231.8% | +183.8% | +27.0% |
| All | +415.7% | +226.5% | +189.2% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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