+38.5%
TNA vs ACWI
+14.9%
+23.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | -1.0% |
| 7D | +2.4% | -0.5% | +2.9% | +4.1% |
| 30D | -0.9% | -1.6% | +0.7% | +4.9% |
| 3M | -19.2% | -1.3% | -17.9% | -14.9% |
| 6M | -0.8% | +5.8% | -6.7% | -16.1% |
| YTD | +33.2% | +12.7% | +20.5% | -8.0% |
| 1Y | +38.5% | +15.0% | +23.5% | -11.2% |
| All | +38.5% | +14.9% | +23.6% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling