+104.0%
TXN vs ACWI
+70.3%
+33.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -7.8% | -2.4% | -5.5% | -4.2% |
| 30D | -3.6% | -5.2% | +1.6% | +4.6% |
| 3M | +0.1% | -4.8% | +4.9% | +8.0% |
| 6M | -3.2% | -1.3% | -1.9% | +0.1% |
| YTD | +63.4% | +8.4% | +55.0% | +48.1% |
| 1Y | +75.6% | +11.0% | +64.6% | +53.8% |
| 3Y | +104.0% | +70.6% | +33.5% | -4.7% |
| All | +104.0% | +70.3% | +33.7% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling