+226.1%
ACWI vs TCOM
+5.0%
+221.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +2.7% | -1.4% | +4.1% | +2.9% |
| 30D | -2.6% | +11.5% | -14.1% | -4.4% |
| 3M | -3.2% | -5.2% | +2.0% | -2.5% |
| 6M | +1.9% | -16.9% | +18.8% | +4.5% |
| YTD | +11.3% | -39.9% | +51.3% | +19.9% |
| 1Y | +11.7% | -42.1% | +53.7% | +21.0% |
| 3Y | +74.4% | +28.0% | +46.4% | +59.8% |
| 5Y | +59.5% | +40.4% | +19.1% | +36.7% |
| All | +226.1% | +5.0% | +221.2% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling