-18.0%
TSN vs ACWI
+58.7%
-76.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | -1.4% | +2.4% | -3.9% | -2.3% |
| 30D | +8.5% | -1.7% | +10.2% | +9.1% |
| 3M | +5.3% | -3.9% | +9.2% | +6.7% |
| 6M | -10.5% | +0.8% | -11.3% | -11.2% |
| YTD | +3.0% | +11.0% | -8.1% | -2.2% |
| 1Y | +12.1% | +13.1% | -1.0% | +5.7% |
| 3Y | +43.1% | +73.9% | -30.8% | +7.4% |
| All | -18.0% | +58.7% | -76.7% | -37.6% |
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