-11.8%
ACN vs TPR
+407.4%
-419.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.6% |
| 7D | +0.9% | +14.2% | -13.3% | -1.0% |
| 30D | +33.5% | +17.1% | +16.5% | +30.6% |
| 3M | +53.5% | -17.7% | +71.2% | +56.4% |
| 6M | +52.2% | -10.2% | +62.4% | +53.0% |
| YTD | -0.1% | +4.9% | -5.0% | -2.1% |
| 1Y | +11.0% | +36.1% | -25.1% | +4.7% |
| 3Y | -11.8% | +416.5% | -428.2% | -25.6% |
| All | -11.8% | +407.4% | -419.2% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling