+55.0%
ACWI vs TAP
+2.0%
+53.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.6% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | -5.2% | +9.1% | -14.3% | -6.6% |
| 3M | -4.8% | -3.8% | -1.0% | -4.5% |
| 6M | -1.3% | -3.4% | +2.1% | -1.2% |
| YTD | +8.4% | -10.6% | +19.0% | +9.6% |
| 1Y | +11.0% | -4.4% | +15.4% | +10.6% |
| 3Y | +70.6% | -24.4% | +94.9% | +76.7% |
| All | +55.0% | +2.0% | +53.1% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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