+152.3%
ACN vs TRMB
+102.3%
+50.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.4% |
| 7D | -3.8% | +2.8% | -6.7% | -5.1% |
| 30D | +16.5% | -5.9% | +22.4% | +17.9% |
| 3M | +41.5% | -3.3% | +44.8% | +41.4% |
| 6M | +60.1% | +1.3% | +58.7% | +56.9% |
| YTD | -3.9% | -29.0% | +25.0% | +9.9% |
| 1Y | +4.1% | -27.8% | +31.9% | +18.0% |
| 3Y | -15.9% | +36.3% | -52.2% | -29.8% |
| 5Y | -26.3% | -35.8% | +9.5% | -16.7% |
| All | +152.3% | +102.3% | +50.0% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling