-28.5%
ACN vs TT
+8.3%
-36.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.3% |
| 7D | -4.8% | +1.6% | -6.4% | -4.3% |
| 30D | +1.9% | -7.3% | +9.2% | -0.7% |
| 3M | +3.9% | -2.6% | +6.5% | +2.9% |
| 6M | -15.0% | +5.9% | -20.9% | -14.8% |
| YTD | -31.9% | +15.4% | -47.3% | -32.0% |
| 1Y | -28.5% | +8.2% | -36.8% | -27.3% |
| All | -28.5% | +8.3% | -36.8% | -27.3% |
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 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