+1,050.6%
TMO vs ACWI
+356.8%
+693.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -1.4% | +0.5% | -1.8% | -1.7% |
| 30D | +6.2% | +0.9% | +5.4% | +5.4% |
| 3M | +27.5% | +2.4% | +25.1% | +24.4% |
| 6M | +20.0% | +12.4% | +7.6% | +7.9% |
| YTD | +6.1% | +15.2% | -9.0% | -6.5% |
| 1Y | +25.8% | +22.7% | +3.1% | +4.8% |
| 3Y | +11.2% | +75.8% | -64.6% | -32.2% |
| 5Y | +9.6% | +67.7% | -58.2% | -30.5% |
| 10Y | +317.8% | +229.0% | +88.8% | +47.8% |
| All | +1,050.6% | +356.8% | +693.8% | +192.2% |
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