+1,316.1%
TNA vs ACWI
+668.3%
+647.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -0.1% | +0.5% | -0.6% | -1.7% |
| 30D | -4.9% | +0.9% | -5.8% | -7.3% |
| 3M | +0.4% | +2.4% | -2.0% | -6.0% |
| 6M | +32.5% | +12.4% | +20.2% | -6.2% |
| YTD | +53.7% | +15.2% | +38.6% | +1.4% |
| 1Y | +65.1% | +22.7% | +42.4% | -9.5% |
| 3Y | +98.4% | +75.8% | +22.7% | -58.4% |
| 5Y | -22.5% | +67.7% | -90.2% | -74.2% |
| 10Y | +82.5% | +229.0% | -146.5% | -85.8% |
| All | +1,316.1% | +668.3% | +647.8% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling