+228.0%
ACWI vs TRU
+238.0%
-10.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +1.7% |
| 7D | +0.5% | -6.8% | +7.3% | +2.5% |
| 30D | +0.9% | 0.0% | +0.8% | +0.7% |
| 3M | +2.4% | +13.3% | -10.9% | -2.3% |
| 6M | +12.4% | +3.4% | +8.9% | +9.7% |
| YTD | +15.2% | -6.4% | +21.5% | +15.0% |
| 1Y | +22.7% | -9.7% | +32.4% | +23.1% |
| 3Y | +75.8% | +0.1% | +75.6% | +62.4% |
| 5Y | +67.7% | -34.0% | +101.8% | +76.3% |
| 10Y | +229.0% | +147.9% | +81.1% | +120.9% |
| All | +228.0% | +238.0% | -10.0% | +105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling