-3.0%
TFC vs ACWI
+54.8%
-57.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.2% | -2.4% | +3.6% | +3.8% |
| 30D | +8.3% | -5.2% | +13.5% | +14.7% |
| 3M | -5.2% | -4.8% | -0.3% | -0.1% |
| 6M | -0.8% | -1.3% | +0.5% | -0.3% |
| YTD | +3.4% | +8.4% | -4.9% | -7.2% |
| 1Y | +17.0% | +11.0% | +6.0% | +1.9% |
| 3Y | +86.2% | +70.6% | +15.6% | -3.2% |
| All | -3.0% | +54.8% | -57.8% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling