-11.8%
TLT vs ACWI
+227.3%
-239.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | +0.2% |
| 7D | -1.0% | -0.7% | -0.4% | -1.1% |
| 30D | +3.7% | -2.0% | +5.7% | +3.5% |
| 3M | -0.8% | -2.2% | +1.4% | -1.0% |
| 6M | -3.6% | +1.9% | -5.4% | -3.3% |
| YTD | -3.9% | +12.0% | -15.9% | -2.6% |
| 1Y | -6.2% | +12.5% | -18.7% | -4.9% |
| 3Y | +4.2% | +75.4% | -71.2% | +12.9% |
| 5Y | -34.7% | +61.5% | -96.2% | -31.1% |
| 10Y | -11.8% | +227.1% | -238.9% | +11.0% |
| All | -11.8% | +227.3% | -239.1% | +11.0% |
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