+616.8%
TPR vs ACWI
+330.1%
+286.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.8% | +10.9% | +11.8% |
| 7D | +13.9% | -4.0% | +17.9% | +19.2% |
| 30D | +14.9% | -5.8% | +20.7% | +23.1% |
| 3M | -15.4% | -5.0% | -10.4% | -10.7% |
| 6M | -4.5% | +0.7% | -5.2% | -6.4% |
| YTD | +6.0% | +8.4% | -2.4% | -5.2% |
| 1Y | +24.3% | +10.1% | +14.2% | +9.2% |
| 3Y | +412.8% | +70.8% | +342.1% | +163.6% |
| 5Y | +258.4% | +55.4% | +203.1% | +112.7% |
| 10Y | +396.8% | +223.3% | +173.5% | +37.3% |
| All | +616.8% | +330.1% | +286.6% | +46.5% |
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 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