+226.1%
ACWI vs TD
+295.4%
-69.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | +1.1% | +0.9% | +0.2% | +0.6% |
| 30D | -0.2% | -0.7% | +0.5% | +0.1% |
| 3M | +4.7% | +6.3% | -1.6% | +1.0% |
| 6M | +14.5% | +27.9% | -13.5% | -0.2% |
| YTD | +14.6% | +29.8% | -15.2% | -1.0% |
| 1Y | +21.4% | +63.7% | -42.2% | -7.6% |
| 3Y | +77.6% | +128.3% | -50.7% | +10.6% |
| 5Y | +68.1% | +125.5% | -57.4% | +4.3% |
| 10Y | +226.1% | +296.7% | -70.6% | +45.3% |
| All | +226.1% | +295.4% | -69.2% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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