+77.6%
ACWI vs TLN
+716.6%
-639.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.7% | +0.6% |
| 7D | -0.7% | +15.9% | -16.6% | -2.5% |
| 30D | -2.0% | -0.3% | -1.7% | -2.2% |
| 3M | -2.2% | +5.8% | -8.0% | -3.3% |
| 6M | +1.9% | -1.2% | +3.1% | +1.0% |
| YTD | +12.0% | +1.0% | +11.0% | +9.9% |
| 1Y | +12.5% | +1.1% | +11.4% | +10.3% |
| 3Y | +75.4% | +591.7% | -516.3% | +32.2% |
| All | +77.6% | +716.6% | -639.0% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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