+1,697.2%
ACN vs TPR
+3,587.0%
-1,889.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -1.5% | -2.3% | +0.8% | -1.0% |
| 30D | +9.4% | -23.0% | +32.3% | +16.0% |
| 3M | +5.6% | -12.5% | +18.1% | +8.5% |
| 6M | -9.3% | -21.4% | +12.2% | -5.2% |
| YTD | -29.0% | -3.5% | -25.5% | -29.7% |
| 1Y | -24.7% | +17.4% | -42.0% | -29.3% |
| 3Y | -39.8% | +291.3% | -331.1% | -60.1% |
| 5Y | -40.9% | +241.9% | -282.8% | -60.6% |
| 10Y | +91.1% | +322.7% | -231.5% | +6.0% |
| All | +1,697.2% | +3,587.0% | -1,889.8% | +315.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling