+485.1%
TXN vs ACWI
+225.4%
+259.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.6% |
| 7D | +12.3% | +2.7% | +9.7% | +8.7% |
| 30D | +9.1% | -2.6% | +11.7% | +13.4% |
| 3M | +13.5% | -3.2% | +16.7% | +18.9% |
| 6M | +6.9% | +1.9% | +5.1% | +5.9% |
| YTD | +84.0% | +11.3% | +72.7% | +62.7% |
| 1Y | +95.8% | +11.7% | +84.1% | +72.5% |
| 3Y | +130.3% | +74.4% | +56.0% | +17.6% |
| 5Y | +89.2% | +59.5% | +29.7% | +8.8% |
| All | +485.1% | +225.4% | +259.8% | +37.8% |
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