-48.5%
TE vs ACWI
+124.1%
-172.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.5% | +10.5% | +10.6% |
| 7D | +18.2% | +1.1% | +17.2% | +16.6% |
| 30D | -13.5% | -0.2% | -13.3% | -13.1% |
| 3M | -44.6% | +4.7% | -49.3% | -46.5% |
| 6M | -24.7% | +14.5% | -39.2% | -33.5% |
| YTD | -24.3% | +14.6% | -38.9% | -32.6% |
| 1Y | +155.6% | +21.4% | +134.1% | +115.4% |
| 3Y | -18.3% | +77.6% | -95.9% | -48.3% |
| 5Y | -41.3% | +68.1% | -109.4% | -62.5% |
| All | -48.5% | +124.1% | -172.6% | -67.6% |
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