+341.2%
ACWI vs TCOM
+229.0%
+112.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.4% | +2.7% |
| 7D | +0.3% | +7.4% | -7.1% | -1.0% |
| 30D | -2.8% | +13.2% | -16.0% | -5.1% |
| 3M | -3.2% | -4.6% | +1.4% | -2.5% |
| 6M | +1.3% | -16.4% | +17.7% | +4.1% |
| YTD | +11.2% | -38.8% | +50.0% | +20.4% |
| 1Y | +13.8% | -37.3% | +51.1% | +22.5% |
| 3Y | +76.2% | +31.4% | +44.8% | +59.5% |
| 5Y | +59.5% | +45.5% | +13.9% | +33.4% |
| 10Y | +222.2% | +4.6% | +217.6% | +169.6% |
| All | +341.2% | +229.0% | +112.2% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling