+330.0%
ACWI vs TCOM
+231.5%
+98.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -2.4% | +12.1% | -14.4% | -4.4% |
| 30D | -5.2% | +16.5% | -21.7% | -7.9% |
| 3M | -4.8% | -4.0% | -0.8% | -4.3% |
| 6M | -1.3% | -18.5% | +17.2% | +1.9% |
| YTD | +8.4% | -38.3% | +46.7% | +17.2% |
| 1Y | +11.0% | -36.6% | +47.6% | +19.3% |
| 3Y | +70.6% | +31.1% | +39.4% | +54.5% |
| 5Y | +55.3% | +47.6% | +7.7% | +29.6% |
| 10Y | +223.2% | +5.1% | +218.1% | +170.2% |
| All | +330.0% | +231.5% | +98.5% | +96.5% |
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