+356.8%
ACWI vs TKO
+1,837.7%
-1,480.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | +0.9% | +1.6% | -0.7% | +0.4% |
| 3M | +2.4% | -7.8% | +10.2% | +3.7% |
| 6M | +12.4% | -13.3% | +25.7% | +15.1% |
| YTD | +15.2% | -10.3% | +25.5% | +16.8% |
| 1Y | +22.7% | -0.6% | +23.3% | +21.6% |
| 3Y | +75.8% | +88.5% | -12.7% | +49.6% |
| 5Y | +67.7% | +284.7% | -217.0% | +20.3% |
| 10Y | +229.0% | +905.7% | -676.7% | +75.4% |
| All | +356.8% | +1,837.7% | -1,480.9% | +34.9% |
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