-44.4%
TOST vs ACWI
+67.5%
-111.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -4.6% |
| 7D | +4.0% | +0.3% | +3.7% | +3.0% |
| 30D | +11.1% | -2.8% | +13.9% | +16.6% |
| 3M | +0.8% | -3.2% | +4.0% | +6.2% |
| 6M | +38.8% | +1.3% | +37.5% | +32.7% |
| YTD | -2.1% | +11.2% | -13.3% | -23.7% |
| 1Y | -6.0% | +13.8% | -19.8% | -30.2% |
| 3Y | +149.8% | +76.2% | +73.6% | -29.1% |
| 5Y | -42.8% | +59.5% | -102.2% | -75.2% |
| All | -44.4% | +67.5% | -111.9% | -78.5% |
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