+1,042.9%
TTMI vs ACWI
+356.8%
+686.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.9% | +8.9% |
| 7D | +5.9% | +0.5% | +5.4% | +5.2% |
| 30D | -4.3% | +0.9% | -5.2% | -5.2% |
| 3M | -32.0% | +2.4% | -34.4% | -33.1% |
| 6M | +19.5% | +12.4% | +7.1% | +6.1% |
| YTD | +82.0% | +15.2% | +66.9% | +57.0% |
| 1Y | +172.6% | +22.7% | +149.9% | +120.1% |
| 3Y | +744.7% | +75.8% | +668.9% | +348.7% |
| 5Y | +805.6% | +67.7% | +737.8% | +412.3% |
| 10Y | +1,057.6% | +229.0% | +828.6% | +185.9% |
| All | +1,042.9% | +356.8% | +686.0% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling