-34.8%
TLT vs ACWI
+59.2%
-94.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.3% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +3.7% | -3.3% | +7.0% | +4.1% |
| 3M | -0.7% | -3.4% | +2.7% | -0.3% |
| 6M | -4.2% | +0.8% | -5.0% | -4.3% |
| YTD | -4.0% | +10.7% | -14.7% | -5.0% |
| 1Y | -5.8% | +11.6% | -17.4% | -7.0% |
| 3Y | +4.1% | +73.4% | -69.3% | -1.7% |
| 5Y | -34.8% | +60.2% | -95.0% | -41.5% |
| All | -34.8% | +59.2% | -94.0% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling