+87.5%
TNA vs ACWI
+226.5%
-139.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -2.0% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -10.1% | -0.6% | -9.5% | -7.9% |
| 3M | +2.7% | +4.3% | -1.6% | -10.5% |
| 6M | +38.4% | +12.7% | +25.7% | -5.2% |
| YTD | +45.4% | +13.9% | +31.5% | -2.8% |
| 1Y | +55.9% | +20.5% | +35.4% | -12.0% |
| 3Y | +109.8% | +76.5% | +33.3% | -60.5% |
| 5Y | -22.5% | +67.5% | -90.0% | -76.3% |
| 10Y | +87.5% | +231.8% | -144.3% | -88.5% |
| All | +87.5% | +226.5% | -139.0% | -88.5% |
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