+586.3%
ACWI vs TMF
-69.1%
+655.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -3.8% |
| 7D | -4.0% | +2.7% | -6.7% | -3.7% |
| 30D | -5.8% | +19.3% | -25.1% | -3.9% |
| 3M | -5.0% | -3.7% | -1.4% | -5.3% |
| 6M | +0.7% | -11.3% | +12.0% | -0.5% |
| YTD | +8.4% | -16.6% | +25.0% | +6.5% |
| 1Y | +10.1% | -21.1% | +31.2% | +7.4% |
| 3Y | +70.8% | -26.8% | +97.6% | +68.1% |
| 5Y | +55.4% | -88.0% | +143.4% | +19.1% |
| 10Y | +223.3% | -84.7% | +308.0% | +180.4% |
| All | +586.3% | -69.1% | +655.4% | +702.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling