-11.3%
TSN vs ACWI
+226.7%
-238.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -6.3% | +0.5% | -6.8% | -6.6% |
| 30D | -10.8% | +0.9% | -11.7% | -11.3% |
| 3M | -8.8% | +2.4% | -11.2% | -10.4% |
| 6M | -16.8% | +12.4% | -29.2% | -23.0% |
| YTD | -10.0% | +15.2% | -25.2% | -18.0% |
| 1Y | -5.3% | +22.7% | -28.0% | -17.2% |
| 3Y | +8.5% | +75.8% | -67.3% | -26.3% |
| 5Y | -22.9% | +67.7% | -90.6% | -46.5% |
| All | -11.3% | +226.7% | -238.0% | -64.2% |
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