+65.9%
TXN vs ACWI
+54.8%
+11.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -7.8% | -2.4% | -5.5% | -4.6% |
| 30D | -3.6% | -5.2% | +1.6% | +3.8% |
| 3M | +0.1% | -4.8% | +4.9% | +7.2% |
| 6M | -3.2% | -1.3% | -1.9% | -0.2% |
| YTD | +63.4% | +8.4% | +55.0% | +49.6% |
| 1Y | +75.6% | +11.0% | +64.6% | +56.0% |
| 3Y | +104.0% | +70.6% | +33.5% | +8.6% |
| All | +65.9% | +54.8% | +11.1% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling