+77.6%
ACWI vs TDY
+47.5%
+30.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +1.1% | -0.9% | +2.0% | +1.4% |
| 30D | -0.2% | -12.5% | +12.3% | +4.4% |
| 3M | +4.7% | -1.2% | +5.9% | +4.9% |
| 6M | +14.5% | -6.6% | +21.0% | +16.7% |
| YTD | +14.6% | +18.5% | -3.9% | +7.4% |
| 1Y | +21.4% | +10.8% | +10.7% | +16.2% |
| 3Y | +77.6% | +47.5% | +30.1% | +52.5% |
| All | +77.6% | +47.5% | +30.1% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling