-44.5%
TOST vs ACWI
+67.3%
-111.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.7% | +4.0% |
| 7D | 0.0% | +2.4% | -2.4% | -4.6% |
| 30D | +16.2% | -1.7% | +17.9% | +19.1% |
| 3M | -1.5% | -3.9% | +2.4% | +5.2% |
| 6M | +55.3% | +0.8% | +54.5% | +49.9% |
| YTD | -2.3% | +11.0% | -13.4% | -23.8% |
| 1Y | -5.5% | +13.1% | -18.6% | -29.1% |
| 3Y | +151.1% | +73.9% | +77.2% | -26.6% |
| 5Y | -27.9% | +59.0% | -87.0% | -68.7% |
| All | -44.5% | +67.3% | -111.8% | -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