+628.9%
ACWI vs TMF
-68.9%
+697.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.5% | -1.4% | +1.9% | +0.3% |
| 30D | +0.9% | -2.8% | +3.7% | +0.6% |
| 3M | +2.4% | -10.9% | +13.3% | +1.1% |
| 6M | +12.4% | -21.3% | +33.7% | +9.4% |
| YTD | +15.2% | -15.9% | +31.0% | +13.1% |
| 1Y | +22.7% | -15.7% | +38.5% | +20.7% |
| 3Y | +75.8% | -43.4% | +119.1% | +67.4% |
| 5Y | +67.7% | -87.8% | +155.5% | +29.2% |
| 10Y | +229.0% | -86.7% | +315.7% | +177.5% |
| All | +628.9% | -68.9% | +697.7% | +752.9% |
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