+151.8%
ACN vs TT
+737.0%
-585.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -5.7% | +8.1% | -13.8% | -8.4% |
| 30D | +17.0% | -11.3% | +28.3% | +21.4% |
| 3M | +39.9% | -11.2% | +51.0% | +44.6% |
| 6M | +50.2% | -8.9% | +59.1% | +51.5% |
| YTD | -4.2% | +9.7% | -13.9% | -12.6% |
| 1Y | +4.3% | +1.3% | +3.1% | -1.5% |
| 3Y | -17.1% | +93.4% | -110.5% | -45.4% |
| 5Y | -26.5% | +133.5% | -160.0% | -57.4% |
| All | +151.8% | +737.0% | -585.3% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling