+21.4%
ACWI vs TRU
-16.5%
+38.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.3% |
| 7D | +1.1% | -7.2% | +8.3% | +1.6% |
| 30D | -0.2% | -2.8% | +2.6% | 0.0% |
| 3M | +4.7% | +13.0% | -8.3% | +3.3% |
| 6M | +14.5% | +0.7% | +13.8% | +13.7% |
| YTD | +14.6% | -9.0% | +23.6% | +14.5% |
| 1Y | +21.4% | -16.3% | +37.8% | +20.7% |
| All | +21.4% | -16.5% | +38.0% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling