+82.6%
ACWI vs TLN
+583.6%
-500.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.5% |
| 7D | +0.5% | +7.1% | -6.6% | -0.4% |
| 30D | +0.9% | -3.9% | +4.8% | +1.2% |
| 3M | +2.4% | -16.2% | +18.6% | +4.2% |
| 6M | +12.4% | -5.8% | +18.2% | +12.3% |
| YTD | +15.2% | -15.4% | +30.6% | +16.0% |
| 1Y | +22.7% | -16.7% | +39.4% | +23.5% |
| 3Y | +75.8% | +473.8% | -398.0% | +36.2% |
| All | +82.6% | +583.6% | -500.9% | +40.2% |
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