+911.5%
TT vs ACWI
+228.2%
+683.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | 0.0% | +0.5% | -0.5% | -0.5% |
| 30D | -7.2% | +0.9% | -8.0% | -8.0% |
| 3M | -3.0% | +2.4% | -5.4% | -5.3% |
| 6M | +1.4% | +12.4% | -11.0% | -10.2% |
| YTD | +15.9% | +15.2% | +0.7% | +0.1% |
| 1Y | +9.4% | +22.7% | -13.3% | -11.6% |
| 3Y | +124.4% | +75.8% | +48.6% | +25.0% |
| 5Y | +138.0% | +67.7% | +70.3% | +39.1% |
| All | +911.5% | +228.2% | +683.3% | +176.1% |
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