-41.1%
ACN vs TDY
+39.0%
-80.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.1% | +2.9% |
| 7D | -1.5% | -1.1% | -0.4% | -1.0% |
| 30D | +2.1% | -12.0% | +14.1% | +7.4% |
| 3M | +11.1% | -3.2% | +14.3% | +11.6% |
| 6M | -6.8% | -7.9% | +1.0% | -5.0% |
| YTD | -30.0% | +18.2% | -48.3% | -38.0% |
| 1Y | -23.1% | +6.7% | -29.8% | -28.1% |
| 3Y | -40.4% | +47.5% | -87.9% | -54.5% |
| All | -41.1% | +39.0% | -80.2% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling