+227.7%
ACWI vs TCOM
-8.6%
+236.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +0.5% | -9.5% | +10.0% | +2.1% |
| 30D | +0.9% | -10.7% | +11.6% | +2.7% |
| 3M | +2.4% | -14.6% | +17.0% | +4.7% |
| 6M | +12.4% | -19.3% | +31.7% | +15.9% |
| YTD | +15.2% | -42.9% | +58.1% | +25.3% |
| 1Y | +22.7% | -43.8% | +66.5% | +33.7% |
| 3Y | +75.8% | +2.1% | +73.7% | +67.5% |
| 5Y | +67.7% | +31.2% | +36.5% | +45.2% |
| All | +227.7% | -8.6% | +236.2% | +179.9% |
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