+12.3%
TMO vs ACWI
+58.7%
-46.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | +0.8% | +2.4% | -1.7% | -1.3% |
| 30D | +4.0% | -1.7% | +5.7% | +5.7% |
| 3M | +17.6% | -3.9% | +21.5% | +21.8% |
| 6M | +57.3% | +0.8% | +56.5% | +55.3% |
| YTD | +21.2% | +11.0% | +10.1% | +9.1% |
| 1Y | +21.1% | +13.1% | +8.0% | +7.2% |
| 3Y | +58.8% | +73.9% | -15.0% | -7.6% |
| All | +12.3% | +58.7% | -46.4% | -32.8% |
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