+76.4%
ACWI vs TLN
+683.0%
-606.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.2% | -4.6% | +1.7% |
| 7D | +0.3% | +9.1% | -8.7% | -0.9% |
| 30D | -2.8% | -4.1% | +1.3% | -2.5% |
| 3M | -3.2% | +4.4% | -7.6% | -4.2% |
| 6M | +1.3% | -6.0% | +7.3% | +1.1% |
| YTD | +11.2% | -3.1% | +14.3% | +9.7% |
| 1Y | +13.8% | -6.1% | +19.8% | +12.5% |
| 3Y | +76.2% | +575.3% | -499.1% | +33.1% |
| All | +76.4% | +683.0% | -606.6% | +32.6% |
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