+50.5%
TLT vs ACWI
+330.0%
-279.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | -2.4% | +2.4% | -0.4% |
| 30D | +6.2% | -5.2% | +11.4% | +4.9% |
| 3M | -0.3% | -4.8% | +4.5% | -1.4% |
| 6M | -3.4% | -1.3% | -2.0% | -3.6% |
| YTD | -3.1% | +8.4% | -11.5% | -1.2% |
| 1Y | -5.2% | +11.0% | -16.3% | -2.8% |
| 3Y | +6.5% | +70.6% | -64.1% | +21.9% |
| 5Y | -34.7% | +55.3% | -90.0% | -27.1% |
| 10Y | -17.6% | +223.2% | -240.8% | +18.5% |
| All | +50.5% | +330.0% | -279.5% | +145.6% |
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 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