+356.8%
ACWI vs TAP
+20.3%
+336.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +0.5% | -2.3% | +2.8% | +1.2% |
| 30D | +0.9% | -2.1% | +3.0% | +1.4% |
| 3M | +2.4% | +6.6% | -4.2% | -0.4% |
| 6M | +12.4% | -11.5% | +23.9% | +16.0% |
| YTD | +15.2% | -10.3% | +25.4% | +17.7% |
| 1Y | +22.7% | -14.4% | +37.1% | +26.9% |
| 3Y | +75.8% | -28.3% | +104.1% | +89.6% |
| 5Y | +67.7% | +1.7% | +66.0% | +55.0% |
| 10Y | +229.0% | -49.2% | +278.2% | +276.1% |
| All | +356.8% | +20.3% | +336.5% | +170.8% |
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