+569.4%
TPR vs ACWI
+347.2%
+222.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.9% | +1.4% |
| 7D | +12.6% | -0.5% | +13.1% | +13.3% |
| 30D | +7.1% | -1.6% | +8.8% | +9.3% |
| 3M | -19.4% | -1.3% | -18.0% | -18.4% |
| 6M | -9.7% | +5.8% | -15.6% | -16.4% |
| YTD | -1.0% | +12.7% | -13.7% | -15.2% |
| 1Y | +19.3% | +15.0% | +4.3% | -0.3% |
| 3Y | +379.0% | +77.5% | +301.4% | +135.7% |
| 5Y | +239.1% | +61.9% | +177.2% | +92.1% |
| 10Y | +364.0% | +236.1% | +127.9% | +22.7% |
| All | +569.4% | +347.2% | +222.2% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling