+11.9%
ACN vs TT
-6.5%
+18.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +3.0% |
| 7D | +8.6% | -8.5% | +17.0% | +4.2% |
| 30D | +36.6% | -12.8% | +49.4% | +28.4% |
| 3M | +56.3% | -12.9% | +69.2% | +47.3% |
| 6M | +49.7% | -15.2% | +64.9% | +41.2% |
| YTD | +1.3% | +6.2% | -4.9% | +1.2% |
| 1Y | +11.9% | -4.5% | +16.5% | +16.6% |
| All | +11.9% | -6.5% | +18.4% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling