+16.2%
TFC vs ACWI
+12.3%
+3.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.1% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | +9.0% | -3.3% | +12.3% | +11.0% |
| 3M | -2.1% | -3.4% | +1.3% | -0.3% |
| 6M | +3.4% | +0.8% | +2.6% | +2.3% |
| YTD | +5.3% | +10.7% | -5.4% | -2.8% |
| 1Y | +16.2% | +11.6% | +4.6% | +6.8% |
| All | +16.2% | +12.3% | +3.8% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling