-42.9%
ACN vs TPR
+230.0%
-272.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.7% | -0.4% | -3.3% |
| 7D | -4.8% | -3.4% | -1.4% | -4.1% |
| 30D | +1.9% | -27.3% | +29.2% | +8.7% |
| 3M | +3.9% | -16.2% | +20.1% | +7.3% |
| 6M | -15.0% | -17.9% | +2.9% | -12.5% |
| YTD | -31.9% | -7.1% | -24.8% | -32.2% |
| 1Y | -28.5% | +13.6% | -42.1% | -32.5% |
| 3Y | -41.9% | +293.7% | -335.7% | -62.7% |
| 5Y | -42.9% | +239.1% | -281.9% | -63.1% |
| All | -42.9% | +230.0% | -272.8% | -63.1% |
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