+333.8%
TMO vs ACWI
+226.5%
+107.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +1.0% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +1.0% | -0.6% | +1.6% | +1.5% |
| 3M | +22.7% | +4.3% | +18.5% | +17.8% |
| 6M | +19.0% | +12.7% | +6.3% | +6.5% |
| YTD | +4.7% | +13.9% | -9.2% | -7.2% |
| 1Y | +26.0% | +20.5% | +5.5% | +6.1% |
| 3Y | +18.0% | +76.5% | -58.5% | -29.5% |
| 5Y | +8.0% | +67.5% | -59.5% | -32.8% |
| 10Y | +333.8% | +231.8% | +101.9% | +40.6% |
| All | +333.8% | +226.5% | +107.3% | +40.6% |
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