-27.6%
TE vs ACWI
+78.9%
-106.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.4% |
| 7D | -4.0% | +0.5% | -4.5% | -5.1% |
| 30D | -15.9% | +0.9% | -16.8% | -17.5% |
| 3M | -60.5% | +2.4% | -62.9% | -61.2% |
| 6M | -35.2% | +12.4% | -47.6% | -49.0% |
| YTD | -31.1% | +15.2% | -46.3% | -48.6% |
| 1Y | +148.6% | +22.7% | +125.9% | +60.5% |
| All | -27.6% | +78.9% | -106.5% | -78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling