+221.6%
ACWI vs TD
+303.3%
-81.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -0.2% | -0.7% | +0.5% | +0.2% |
| 30D | -3.3% | +7.6% | -10.9% | -7.0% |
| 3M | -3.4% | +3.0% | -6.4% | -5.1% |
| 6M | +0.8% | +16.8% | -16.0% | -7.7% |
| YTD | +10.7% | +34.3% | -23.6% | -6.1% |
| 1Y | +11.6% | +56.0% | -44.4% | -12.8% |
| 3Y | +73.4% | +132.4% | -59.0% | +7.2% |
| 5Y | +60.2% | +103.7% | -43.5% | +5.6% |
| 10Y | +221.6% | +299.2% | -77.6% | +50.1% |
| All | +221.6% | +303.3% | -81.7% | +50.1% |
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