+1,255.1%
ACN vs TRI
+561.6%
+693.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.4% | +2.1% | -0.7% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | +9.4% | +7.9% | +1.5% | +5.2% |
| 3M | +5.6% | +24.1% | -18.4% | -5.4% |
| 6M | -9.3% | +3.8% | -13.1% | -11.9% |
| YTD | -29.0% | -16.9% | -12.1% | -24.1% |
| 1Y | -24.7% | -38.4% | +13.7% | -7.3% |
| 3Y | -39.8% | -12.2% | -27.6% | -39.1% |
| 5Y | -40.9% | -1.8% | -39.1% | -43.5% |
| 10Y | +91.1% | +207.6% | -116.5% | +6.8% |
| All | +1,255.1% | +561.6% | +693.4% | +307.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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