+71.0%
TXN vs ACWI
+78.9%
-8.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.9% |
| 7D | -0.1% | +0.5% | -0.6% | -0.8% |
| 30D | -6.9% | +0.9% | -7.8% | -8.1% |
| 3M | -14.9% | +2.4% | -17.3% | -17.1% |
| 6M | +29.0% | +12.4% | +16.6% | +11.0% |
| YTD | +51.5% | +15.2% | +36.3% | +25.6% |
| 1Y | +41.6% | +22.7% | +18.9% | +7.2% |
| All | +71.0% | +78.9% | -8.0% | -21.8% |
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 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