+194.4%
TRI vs ACWI
+226.5%
-32.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.5% |
| 7D | -8.4% | 0.0% | -8.4% | -8.3% |
| 30D | -6.5% | -0.6% | -5.9% | -6.1% |
| 3M | +18.6% | +4.3% | +14.3% | +15.1% |
| 6M | -10.4% | +12.7% | -23.1% | -17.9% |
| YTD | -23.7% | +13.9% | -37.6% | -30.6% |
| 1Y | -42.5% | +20.5% | -63.0% | -49.6% |
| 3Y | -19.3% | +76.5% | -95.8% | -46.0% |
| 5Y | -9.7% | +67.5% | -77.2% | -37.9% |
| 10Y | +194.4% | +231.8% | -37.4% | +20.7% |
| All | +194.4% | +226.5% | -32.1% | +20.7% |
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