-76.7%
TE vs ACWI
+117.5%
-194.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -6.4% |
| 7D | -10.5% | +0.3% | -10.9% | -10.5% |
| 30D | -32.4% | -2.8% | -29.6% | -29.3% |
| 3M | -60.9% | -3.2% | -57.7% | -58.6% |
| 6M | -62.8% | +1.3% | -64.1% | -61.5% |
| YTD | -65.7% | +11.2% | -76.9% | -67.9% |
| 1Y | -39.9% | +13.8% | -53.7% | -44.6% |
| 3Y | +10.6% | +76.2% | -65.6% | -28.0% |
| 5Y | -79.7% | +59.5% | -139.1% | -86.3% |
| All | -76.7% | +117.5% | -194.1% | -84.6% |
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