+11.7%
ACWI vs TMF
-29.9%
+41.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.9% | +0.2% |
| 7D | +2.7% | -8.2% | +10.9% | +4.1% |
| 30D | -2.6% | +5.3% | -7.9% | -3.8% |
| 3M | -3.2% | -8.5% | +5.3% | -1.6% |
| 6M | +1.9% | -17.2% | +19.1% | +5.6% |
| YTD | +11.3% | -23.4% | +34.8% | +16.6% |
| 1Y | +11.7% | -30.2% | +41.9% | +19.1% |
| All | +11.7% | -29.9% | +41.5% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling