-44.5%
TOST vs ACWI
+63.3%
-107.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.3% |
| 7D | +9.4% | -2.4% | +11.8% | +14.1% |
| 30D | +13.5% | -5.2% | +18.7% | +24.9% |
| 3M | -0.1% | -4.8% | +4.7% | +8.7% |
| 6M | +22.5% | -1.3% | +23.8% | +22.6% |
| YTD | -2.4% | +8.4% | -10.8% | -20.1% |
| 1Y | -4.7% | +11.0% | -15.7% | -25.8% |
| 3Y | +103.2% | +70.6% | +32.7% | -38.3% |
| 5Y | -41.2% | +55.3% | -96.5% | -73.2% |
| All | -44.5% | +63.3% | -107.8% | -77.5% |
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