+226.1%
ACWI vs TRU
+138.6%
+87.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.4% |
| 7D | +1.1% | -7.2% | +8.3% | +3.3% |
| 30D | -0.2% | -2.8% | +2.6% | +0.5% |
| 3M | +4.7% | +13.0% | -8.3% | -0.1% |
| 6M | +14.5% | +0.7% | +13.8% | +12.6% |
| YTD | +14.6% | -9.0% | +23.6% | +15.5% |
| 1Y | +21.4% | -16.3% | +37.8% | +24.9% |
| 3Y | +77.6% | -1.1% | +78.7% | +64.5% |
| 5Y | +68.1% | -36.0% | +104.1% | +79.6% |
| 10Y | +226.1% | +139.9% | +86.2% | +138.1% |
| All | +226.1% | +138.6% | +87.5% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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