-21.7%
TLT vs ACWI
+228.2%
-249.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | +0.5% | -0.9% | -0.4% |
| 30D | -0.6% | +0.9% | -1.4% | -0.5% |
| 3M | -2.7% | +2.4% | -5.1% | -2.5% |
| 6M | -5.6% | +12.4% | -18.0% | -4.4% |
| YTD | -2.8% | +15.2% | -17.9% | -1.2% |
| 1Y | -1.4% | +22.7% | -24.1% | +1.0% |
| 3Y | -1.6% | +75.8% | -77.4% | +6.2% |
| 5Y | -33.8% | +67.7% | -101.5% | -29.9% |
| All | -21.7% | +228.2% | -249.9% | -2.6% |
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