+68.0%
ACWI vs TMF
-87.5%
+155.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.5% | -1.4% | +1.9% | +0.6% |
| 30D | +0.9% | -2.8% | +3.7% | +1.0% |
| 3M | +2.4% | -10.9% | +13.3% | +2.8% |
| 6M | +12.4% | -21.3% | +33.7% | +13.3% |
| YTD | +15.2% | -15.9% | +31.0% | +15.8% |
| 1Y | +22.7% | -15.7% | +38.5% | +23.4% |
| 3Y | +75.8% | -43.4% | +119.1% | +77.0% |
| All | +68.0% | -87.5% | +155.5% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling