+339.1%
ACWI vs TKO
+1,983.8%
-1,644.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.2% | +6.4% | -6.6% | -1.4% |
| 30D | -3.3% | +11.9% | -15.2% | -5.5% |
| 3M | -3.4% | +5.6% | -9.0% | -4.7% |
| 6M | +0.8% | +7.5% | -6.7% | -1.3% |
| YTD | +10.7% | -3.5% | +14.2% | +10.5% |
| 1Y | +11.6% | +13.0% | -1.4% | +7.7% |
| 3Y | +73.4% | +157.6% | -84.2% | +38.7% |
| 5Y | +60.2% | +288.2% | -228.1% | +14.7% |
| 10Y | +221.6% | +1,196.6% | -975.0% | +62.0% |
| All | +339.1% | +1,983.8% | -1,644.7% | +27.6% |
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