+58.0%
TXN vs ACWI
+67.7%
-9.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.8% |
| 7D | +2.2% | +1.1% | +1.1% | +0.8% |
| 30D | -9.5% | -0.2% | -9.3% | -9.3% |
| 3M | -10.5% | +4.7% | -15.2% | -15.0% |
| 6M | +35.4% | +14.5% | +20.9% | +15.2% |
| YTD | +51.8% | +14.6% | +37.1% | +28.7% |
| 1Y | +42.9% | +21.4% | +21.5% | +12.7% |
| 3Y | +71.3% | +77.6% | -6.3% | -14.0% |
| 5Y | +58.0% | +68.1% | -10.1% | -13.5% |
| All | +58.0% | +67.7% | -9.7% | -13.5% |
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