-14.8%
ACN vs TPR
+407.3%
-422.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.6% |
| 7D | -4.0% | +6.4% | -10.4% | -4.9% |
| 30D | +19.0% | +13.8% | +5.2% | +16.8% |
| 3M | +42.2% | -16.6% | +58.8% | +44.7% |
| 6M | +50.1% | +0.7% | +49.5% | +49.0% |
| YTD | -2.7% | +5.3% | -8.1% | -4.8% |
| 1Y | +7.6% | +32.4% | -24.8% | +1.7% |
| All | -14.8% | +407.3% | -422.1% | -30.3% |
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