+71.9%
ACWI vs TLN
+630.2%
-558.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | -0.9% |
| 7D | -2.4% | -1.3% | -1.0% | -2.3% |
| 30D | -5.2% | -10.5% | +5.3% | -4.1% |
| 3M | -4.8% | +0.1% | -4.9% | -5.3% |
| 6M | -1.3% | -17.4% | +16.1% | 0.0% |
| YTD | +8.4% | -9.7% | +18.0% | +7.9% |
| 1Y | +11.0% | -12.3% | +23.3% | +10.7% |
| 3Y | +70.6% | +528.3% | -457.7% | +30.0% |
| All | +71.9% | +630.2% | -558.3% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling