-26.5%
ACN vs TPR
+223.9%
-250.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.3% |
| 7D | -5.7% | -1.1% | -4.6% | -5.5% |
| 30D | +17.0% | +15.1% | +1.9% | +13.2% |
| 3M | +39.9% | -13.4% | +53.3% | +43.4% |
| 6M | +50.2% | +1.4% | +48.8% | +48.4% |
| YTD | -4.2% | +4.8% | -8.9% | -7.2% |
| 1Y | +4.3% | +29.2% | -24.9% | -4.3% |
| 3Y | -17.1% | +403.7% | -420.8% | -50.8% |
| 5Y | -26.5% | +230.8% | -257.3% | -52.3% |
| All | -26.5% | +223.9% | -250.4% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling