-41.9%
ACN vs TRMB
+13.0%
-54.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -3.0% | -3.6% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | +1.9% | -1.2% | +3.1% | +2.4% |
| 3M | +3.9% | +9.6% | -5.7% | +0.1% |
| 6M | -15.0% | -16.1% | +1.1% | -9.7% |
| YTD | -31.9% | -25.0% | -6.9% | -25.2% |
| 1Y | -28.5% | -27.7% | -0.8% | -20.8% |
| 3Y | -41.9% | +15.3% | -57.2% | -43.1% |
| All | -41.9% | +13.0% | -54.9% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling