+385.5%
TTMI vs ACWI
+218.5%
+166.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | 0.0% | +6.9% | +7.0% |
| 7D | -19.8% | -2.4% | -17.5% | -16.6% |
| 30D | -48.1% | -5.2% | -42.9% | -43.0% |
| 3M | -51.2% | -4.8% | -46.4% | -46.4% |
| 6M | -59.6% | -1.3% | -58.3% | -57.2% |
| YTD | -3.6% | +8.4% | -12.0% | -8.4% |
| 1Y | -2.3% | +11.0% | -13.4% | -9.2% |
| 3Y | +369.4% | +70.6% | +298.8% | +162.4% |
| 5Y | +365.4% | +55.3% | +310.1% | +193.3% |
| All | +385.5% | +218.5% | +166.9% | +37.2% |
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