+240.4%
TPR vs ACWI
+67.7%
+172.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | +0.5% | -2.8% | -3.0% |
| 30D | -23.0% | +0.9% | -23.8% | -24.2% |
| 3M | -12.5% | +2.4% | -14.9% | -15.9% |
| 6M | -21.4% | +12.4% | -33.8% | -33.6% |
| YTD | -3.5% | +15.2% | -18.7% | -21.4% |
| 1Y | +17.4% | +22.7% | -5.4% | -12.5% |
| 3Y | +291.3% | +75.8% | +215.5% | +75.8% |
| All | +240.4% | +67.7% | +172.7% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling