+330.1%
ACWI vs TAP
+25.4%
+304.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.1% |
| 7D | -4.0% | +7.7% | -11.7% | -6.4% |
| 30D | -5.8% | +14.4% | -20.2% | -10.2% |
| 3M | -5.0% | +2.0% | -7.1% | -6.2% |
| 6M | +0.7% | +2.5% | -1.8% | -1.2% |
| YTD | +8.4% | -6.4% | +14.9% | +8.9% |
| 1Y | +10.1% | -2.3% | +12.4% | +8.6% |
| 3Y | +70.8% | -20.3% | +91.1% | +77.1% |
| 5Y | +55.4% | +6.9% | +48.5% | +40.9% |
| 10Y | +223.3% | -46.3% | +269.6% | +261.1% |
| All | +330.1% | +25.4% | +304.7% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling