+604.5%
TDG vs ACWI
+224.5%
+380.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.5% |
| 7D | +1.7% | +2.4% | -0.8% | -1.2% |
| 30D | +9.7% | -1.7% | +11.4% | +11.7% |
| 3M | -2.3% | -3.9% | +1.6% | +2.3% |
| 6M | +1.3% | +0.8% | +0.5% | -0.3% |
| YTD | -8.5% | +11.0% | -19.5% | -20.2% |
| 1Y | -8.1% | +13.1% | -21.2% | -21.8% |
| 3Y | +43.4% | +73.9% | -30.5% | -30.7% |
| 5Y | +127.8% | +59.0% | +68.7% | +25.2% |
| All | +604.5% | +224.5% | +380.0% | +48.3% |
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