+62.5%
T vs ACWI
+224.5%
-162.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.5% | +2.4% | +0.1% | +1.2% |
| 30D | -3.8% | -1.7% | -2.1% | -3.1% |
| 3M | -8.7% | -3.9% | -4.8% | -7.0% |
| 6M | -8.1% | +0.8% | -8.9% | -9.1% |
| YTD | -6.4% | +11.0% | -17.5% | -13.0% |
| 1Y | -9.8% | +13.1% | -22.8% | -17.1% |
| 3Y | +65.5% | +73.9% | -8.4% | +12.8% |
| 5Y | +57.0% | +59.0% | -2.1% | +12.7% |
| All | +62.5% | +224.5% | -162.0% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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