+156.3%
ACN vs TT
+782.6%
-626.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.0% | -4.0% |
| 7D | -2.5% | +1.7% | -4.3% | -3.3% |
| 30D | +22.6% | -11.8% | +34.5% | +27.5% |
| 3M | +45.9% | -12.6% | +58.5% | +51.7% |
| 6M | +43.8% | -9.4% | +53.2% | +45.2% |
| YTD | -2.5% | +8.8% | -11.3% | -10.8% |
| 1Y | +6.5% | -2.5% | +9.0% | +2.3% |
| 3Y | -14.2% | +95.7% | -109.8% | -43.9% |
| 5Y | -24.4% | +135.7% | -160.2% | -56.5% |
| 10Y | +156.3% | +750.6% | -594.3% | -24.0% |
| All | +156.3% | +782.6% | -626.3% | -24.0% |
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