-40.6%
ACN vs TT
+140.2%
-180.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.2% | -3.5% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +9.4% | -7.2% | +16.5% | +11.5% |
| 3M | +5.6% | -3.0% | +8.6% | +5.3% |
| 6M | -9.3% | +1.4% | -10.6% | -11.8% |
| YTD | -29.0% | +15.9% | -44.9% | -35.2% |
| 1Y | -24.7% | +9.4% | -34.1% | -29.8% |
| 3Y | -39.8% | +124.4% | -164.2% | -63.6% |
| All | -40.6% | +140.2% | -180.8% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling