+118.9%
TNA vs ACWI
+77.6%
+41.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | +0.4% |
| 7D | +4.1% | +1.1% | +3.0% | +0.1% |
| 30D | -7.6% | -0.2% | -7.4% | -6.8% |
| 3M | +8.1% | +4.7% | +3.4% | -7.9% |
| 6M | +49.0% | +14.5% | +34.5% | -5.8% |
| YTD | +51.7% | +14.6% | +37.1% | -3.4% |
| 1Y | +59.6% | +21.4% | +38.2% | -15.9% |
| 3Y | +118.9% | +77.6% | +41.3% | -68.4% |
| All | +118.9% | +77.6% | +41.3% | -68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling