+1,592.1%
ACN vs TMO
+3,363.2%
-1,771.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | -6.3% | -0.5% | -5.9% | -6.1% |
| 30D | -1.4% | +1.0% | -2.4% | -1.8% |
| 3M | +2.6% | +22.7% | -20.2% | -7.5% |
| 6M | -14.3% | +19.0% | -33.3% | -21.8% |
| YTD | -33.1% | +4.7% | -37.9% | -35.1% |
| 1Y | -28.8% | +26.0% | -54.8% | -37.2% |
| 3Y | -43.0% | +18.0% | -60.9% | -49.4% |
| 5Y | -44.0% | +8.0% | -52.0% | -48.7% |
| 10Y | +88.5% | +333.8% | -245.2% | -14.8% |
| All | +1,592.1% | +3,363.2% | -1,771.0% | +129.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling