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  • TRI vs ACWI✓SelectedUSD · ACWITRI vs ACWI performance historyLatest closeAs of-6.50%09/08
Stock and ETF performance explorer

TRI vs ACWI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-8.5%
ACWI return
+67.7%
Excess return
-76.2%
Maximum drawdown
-62.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioACWIExcessAlpha
1D-6.5%-0.5%-6.0%-6.3%
7D-7.1%+1.1%-8.2%-7.6%
30D-2.3%-0.2%-2.1%-2.2%
3M+19.6%+4.7%+14.9%+16.3%
6M-8.7%+14.5%-23.2%-16.2%
YTD-22.3%+14.6%-36.9%-28.7%
1Y-40.7%+21.4%-62.1%-47.6%
3Y-17.8%+77.6%-95.4%-43.7%
5Y-8.5%+68.1%-76.6%-36.0%
All-8.5%+67.7%-76.2%-36.0%

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 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