-24.7%
ACN vs TMO
+27.8%
-52.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.6% | -3.0% |
| 7D | -1.5% | -1.4% | -0.2% | -1.0% |
| 30D | +9.4% | +6.2% | +3.1% | +6.6% |
| 3M | +5.6% | +27.5% | -21.8% | -5.0% |
| 6M | -9.3% | +20.0% | -29.2% | -16.3% |
| YTD | -29.0% | +6.1% | -35.1% | -31.1% |
| 1Y | -24.7% | +25.8% | -50.5% | -27.9% |
| All | -24.7% | +27.8% | -52.4% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling