+221.6%
ACWI vs TRU
+174.2%
+47.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -0.2% | +4.6% | -4.7% | -1.5% |
| 30D | -3.3% | +25.4% | -28.7% | -10.0% |
| 3M | -3.4% | +4.0% | -7.4% | -5.3% |
| 6M | +0.8% | +14.5% | -13.7% | -4.9% |
| YTD | +10.7% | -3.7% | +14.4% | +9.0% |
| 1Y | +11.6% | +2.8% | +8.8% | +7.4% |
| 3Y | +73.4% | +58.5% | +14.9% | +37.0% |
| 5Y | +60.2% | -25.0% | +85.2% | +60.9% |
| 10Y | +221.6% | +186.0% | +35.6% | +128.7% |
| All | +221.6% | +174.2% | +47.4% | +128.7% |
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