+219.5%
TFC vs ACWI
+356.8%
-137.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | +0.5% | +1.9% | +1.8% |
| 30D | -1.3% | +0.9% | -2.2% | -2.4% |
| 3M | +6.1% | +2.4% | +3.7% | +2.4% |
| 6M | +7.3% | +12.4% | -5.0% | -7.7% |
| YTD | +8.2% | +15.2% | -7.0% | -9.8% |
| 1Y | +14.4% | +22.7% | -8.3% | -11.9% |
| 3Y | +93.7% | +75.8% | +17.9% | -3.2% |
| 5Y | +16.4% | +67.7% | -51.3% | -37.9% |
| 10Y | +101.6% | +229.0% | -127.4% | -50.3% |
| All | +219.5% | +356.8% | -137.3% | -33.9% |
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