+344.2%
ACWI vs TKO
+1,986.7%
-1,642.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.1% |
| 7D | -0.7% | +3.1% | -3.8% | -1.3% |
| 30D | -2.0% | +15.0% | -17.0% | -4.8% |
| 3M | -2.2% | +2.9% | -5.0% | -2.9% |
| 6M | +1.9% | +9.0% | -7.1% | -0.5% |
| YTD | +12.0% | -3.4% | +15.4% | +11.7% |
| 1Y | +12.5% | +12.8% | -0.3% | +8.6% |
| 3Y | +75.4% | +158.0% | -82.6% | +40.3% |
| 5Y | +61.5% | +285.4% | -223.9% | +15.8% |
| 10Y | +227.1% | +1,160.4% | -933.3% | +65.9% |
| All | +344.2% | +1,986.7% | -1,642.5% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling