+208.3%
TFC vs ACWI
+330.1%
-121.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.8% | +2.6% |
| 7D | +1.1% | -4.0% | +5.1% | +6.1% |
| 30D | +7.8% | -5.8% | +13.6% | +15.6% |
| 3M | -4.8% | -5.0% | +0.3% | +1.1% |
| 6M | +1.8% | +0.7% | +1.1% | -0.1% |
| YTD | +4.4% | +8.4% | -4.0% | -6.7% |
| 1Y | +18.0% | +10.1% | +7.9% | +3.4% |
| 3Y | +85.2% | +70.8% | +14.4% | -4.7% |
| 5Y | -1.4% | +55.4% | -56.8% | -42.5% |
| 10Y | +95.7% | +223.3% | -127.6% | -50.7% |
| All | +208.3% | +330.1% | -121.8% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling