+340.5%
ACWI vs TDY
+1,292.1%
-951.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +2.4% | +4.1% | -1.6% | +0.6% |
| 30D | -1.7% | +5.7% | -7.4% | -4.4% |
| 3M | -3.9% | -4.4% | +0.5% | -2.3% |
| 6M | +0.8% | +1.2% | -0.4% | -0.5% |
| YTD | +11.0% | +26.0% | -15.0% | -1.6% |
| 1Y | +13.1% | +27.4% | -14.3% | -0.4% |
| 3Y | +73.9% | +67.5% | +6.4% | +32.2% |
| 5Y | +59.0% | +44.9% | +14.2% | +27.6% |
| 10Y | +224.4% | +440.9% | -216.6% | +26.8% |
| All | +340.5% | +1,292.1% | -951.7% | -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