-12.2%
TLT vs ACWI
+225.4%
-237.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | -2.7% | +2.7% | -5.4% | -2.4% |
| 30D | +2.2% | -2.6% | +4.7% | +1.9% |
| 3M | -1.7% | -3.2% | +1.4% | -2.0% |
| 6M | -4.0% | +1.9% | -5.8% | -3.7% |
| YTD | -4.9% | +11.3% | -16.3% | -3.7% |
| 1Y | -7.4% | +11.7% | -19.0% | -6.1% |
| 3Y | +3.0% | +74.4% | -71.4% | +11.6% |
| 5Y | -35.1% | +59.5% | -94.6% | -31.7% |
| All | -12.2% | +225.4% | -237.6% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling