-59.6%
ACHR vs TT
+216.0%
-275.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.4% | -5.5% | -5.9% |
| 7D | -9.2% | +4.0% | -13.3% | -11.6% |
| 30D | -1.0% | -11.3% | +10.3% | +7.6% |
| 3M | -42.2% | -12.3% | -29.9% | -36.8% |
| 6M | -38.2% | -10.8% | -27.3% | -33.6% |
| YTD | -46.4% | +8.2% | -54.6% | -50.7% |
| 1Y | -49.4% | +1.5% | -50.8% | -51.0% |
| 3Y | -22.5% | +91.5% | -114.0% | -52.1% |
| 5Y | -29.8% | +130.2% | -160.0% | -65.7% |
| All | -59.6% | +216.0% | -275.6% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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