+741.5%
TT vs ACWI
+227.3%
+514.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | -0.3% |
| 7D | +3.5% | -0.7% | +4.2% | +4.3% |
| 30D | -11.0% | -2.0% | -9.0% | -9.0% |
| 3M | -12.0% | -2.2% | -9.9% | -9.9% |
| 6M | -10.4% | +1.9% | -12.3% | -12.0% |
| YTD | +9.9% | +12.0% | -2.1% | -2.0% |
| 1Y | +1.5% | +12.5% | -11.1% | -10.0% |
| 3Y | +93.7% | +75.4% | +18.3% | +8.5% |
| 5Y | +139.2% | +61.5% | +77.7% | +46.0% |
| 10Y | +741.5% | +227.1% | +514.4% | +129.5% |
| All | +741.5% | +227.3% | +514.1% | +129.5% |
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 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