+231.8%
ACWI vs TKO
+958.6%
-726.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | -0.6% | +0.9% | -1.5% | -0.9% |
| 3M | +4.3% | -6.2% | +10.4% | +5.1% |
| 6M | +12.7% | -5.6% | +18.3% | +13.3% |
| YTD | +13.9% | -7.8% | +21.8% | +14.8% |
| 1Y | +20.5% | -1.2% | +21.7% | +19.7% |
| 3Y | +76.5% | +106.5% | -30.0% | +51.4% |
| 5Y | +67.5% | +310.4% | -242.8% | +24.2% |
| 10Y | +231.8% | +987.5% | -755.7% | +114.4% |
| All | +231.8% | +958.6% | -726.8% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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