-40.4%
ACN vs TMO
+19.5%
-59.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +3.0% |
| 7D | -1.5% | -0.6% | -0.9% | -1.2% |
| 30D | +2.1% | +1.1% | +1.0% | +1.7% |
| 3M | +11.1% | +28.3% | -17.2% | +1.1% |
| 6M | -6.8% | +23.3% | -30.1% | -14.0% |
| YTD | -30.0% | +5.5% | -35.5% | -31.9% |
| 1Y | -23.1% | +24.5% | -47.7% | -29.0% |
| 3Y | -40.4% | +19.6% | -60.0% | -46.5% |
| All | -40.4% | +19.5% | -59.9% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling