+55.0%
ACWI vs TD
+101.6%
-46.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.2% |
| 7D | -2.4% | -1.7% | -0.7% | -1.5% |
| 30D | -5.2% | +8.2% | -13.4% | -8.7% |
| 3M | -4.8% | +1.7% | -6.5% | -5.7% |
| 6M | -1.3% | +14.2% | -15.6% | -7.9% |
| YTD | +8.4% | +32.8% | -24.4% | -6.2% |
| 1Y | +11.0% | +55.5% | -44.5% | -11.1% |
| 3Y | +70.6% | +129.6% | -59.1% | +10.7% |
| All | +55.0% | +101.6% | -46.6% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling