-19.2%
TNA vs ACWI
+67.7%
-86.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | +0.4% |
| 7D | +4.1% | +1.1% | +3.0% | +0.2% |
| 30D | -7.6% | -0.2% | -7.4% | -6.8% |
| 3M | +8.1% | +4.7% | +3.4% | -7.6% |
| 6M | +49.0% | +14.5% | +34.5% | -4.8% |
| YTD | +51.7% | +14.6% | +37.1% | -2.3% |
| 1Y | +59.6% | +21.4% | +38.2% | -14.3% |
| 3Y | +118.9% | +77.6% | +41.3% | -62.1% |
| 5Y | -19.2% | +68.1% | -87.3% | -75.9% |
| All | -19.2% | +67.7% | -86.9% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling