+216.7%
ACWI vs TMF
-84.4%
+301.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -2.4% | +1.2% | -3.6% | -2.3% |
| 30D | -5.2% | +19.7% | -24.9% | -4.4% |
| 3M | -4.8% | -2.1% | -2.7% | -4.9% |
| 6M | -1.3% | -13.4% | +12.1% | -1.9% |
| YTD | +8.4% | -16.7% | +25.1% | +7.6% |
| 1Y | +11.0% | -23.3% | +34.4% | +9.7% |
| 3Y | +70.6% | -24.8% | +95.4% | +70.1% |
| 5Y | +55.3% | -88.0% | +143.4% | +28.0% |
| All | +216.7% | -84.4% | +301.1% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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