+341.7%
ACWI vs TDY
+1,300.5%
-958.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.3% |
| 7D | +2.7% | +9.4% | -6.7% | -1.5% |
| 30D | -2.6% | +5.9% | -8.5% | -5.4% |
| 3M | -3.2% | -5.7% | +2.5% | -0.9% |
| 6M | +1.9% | +2.4% | -0.6% | 0.0% |
| YTD | +11.3% | +26.8% | -15.4% | -1.6% |
| 1Y | +11.7% | +24.7% | -13.0% | -0.6% |
| 3Y | +74.4% | +69.2% | +5.2% | +32.0% |
| 5Y | +59.5% | +45.7% | +13.7% | +27.6% |
| 10Y | +225.2% | +444.2% | -218.9% | +26.8% |
| All | +341.7% | +1,300.5% | -958.8% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling