+11.0%
ACN vs TPR
+42.2%
-31.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.6% |
| 7D | +0.9% | +14.2% | -13.3% | -0.9% |
| 30D | +33.5% | +17.1% | +16.5% | +30.7% |
| 3M | +53.5% | -17.7% | +71.2% | +54.1% |
| 6M | +52.2% | -10.2% | +62.4% | +51.3% |
| YTD | -0.1% | +4.9% | -5.0% | -2.8% |
| 1Y | +11.0% | +36.1% | -25.1% | +1.7% |
| All | +11.0% | +42.2% | -31.1% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling