+55.9%
TNA vs ACWI
+20.9%
+35.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -2.1% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -10.1% | -0.6% | -9.5% | -8.0% |
| 3M | +2.7% | +4.3% | -1.6% | -10.4% |
| 6M | +38.4% | +12.7% | +25.7% | -4.9% |
| YTD | +45.4% | +13.9% | +31.5% | -4.2% |
| 1Y | +55.9% | +20.5% | +35.4% | -19.6% |
| All | +55.9% | +20.9% | +35.1% | -19.6% |
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 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