+379.1%
TPR vs ACWI
+219.0%
+160.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +14.2% | -2.4% | +16.5% | +17.6% |
| 30D | +17.1% | -5.2% | +22.3% | +25.9% |
| 3M | -17.7% | -4.8% | -12.9% | -12.5% |
| 6M | -10.2% | -1.3% | -8.9% | -9.9% |
| YTD | +4.9% | +8.4% | -3.5% | -8.9% |
| 1Y | +36.1% | +11.0% | +25.1% | +13.9% |
| 3Y | +416.5% | +70.6% | +345.9% | +123.9% |
| 5Y | +254.8% | +55.3% | +199.5% | +82.8% |
| All | +379.1% | +219.0% | +160.1% | +2.6% |
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