+1,592.1%
ACN vs TDY
+4,416.2%
-2,824.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.2% |
| 7D | -6.3% | -1.8% | -4.5% | -5.7% |
| 30D | -1.4% | -13.8% | +12.4% | +3.6% |
| 3M | +2.6% | -3.9% | +6.4% | +3.3% |
| 6M | -14.3% | -9.0% | -5.3% | -12.6% |
| YTD | -33.1% | +16.5% | -49.7% | -37.8% |
| 1Y | -28.8% | +9.3% | -38.1% | -32.3% |
| 3Y | -43.0% | +45.1% | -88.1% | -51.4% |
| 5Y | -44.0% | +35.0% | -79.0% | -51.2% |
| 10Y | +88.5% | +469.0% | -380.5% | +1.1% |
| All | +1,592.1% | +4,416.2% | -2,824.0% | +413.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling