+96.8%
ACN vs TPR
+320.9%
-224.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -1.5% | -2.3% | +0.8% | -1.0% |
| 30D | +9.4% | -23.0% | +32.3% | +15.2% |
| 3M | +5.6% | -12.5% | +18.1% | +8.2% |
| 6M | -9.3% | -21.4% | +12.2% | -5.6% |
| YTD | -29.0% | -3.5% | -25.5% | -29.6% |
| 1Y | -24.7% | +17.4% | -42.0% | -28.9% |
| 3Y | -39.8% | +291.3% | -331.1% | -58.6% |
| 5Y | -40.9% | +241.9% | -282.8% | -59.1% |
| All | +96.8% | +320.9% | -224.1% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling