+156.5%
ACN vs TT
+764.8%
-608.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.1% | -2.6% |
| 7D | +0.9% | -2.0% | +2.9% | +1.5% |
| 30D | +33.5% | -14.0% | +47.6% | +40.1% |
| 3M | +53.5% | -15.9% | +69.3% | +61.8% |
| 6M | +52.2% | -17.3% | +69.6% | +59.3% |
| YTD | -0.1% | +4.0% | -4.1% | -7.1% |
| 1Y | +11.0% | -7.1% | +18.2% | +8.7% |
| 3Y | -11.8% | +90.2% | -102.0% | -41.8% |
| 5Y | -22.8% | +131.1% | -153.9% | -55.3% |
| All | +156.5% | +764.8% | -608.3% | -18.2% |
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