-25.8%
ACN vs TT
+131.0%
-156.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | -3.8% | +4.0% | -7.9% | -4.8% |
| 30D | +16.5% | -11.3% | +27.8% | +19.4% |
| 3M | +41.5% | -12.3% | +53.8% | +45.2% |
| 6M | +60.1% | -10.8% | +70.9% | +61.7% |
| YTD | -3.9% | +8.2% | -12.1% | -11.5% |
| 1Y | +4.1% | +1.5% | +2.6% | -1.5% |
| 3Y | -15.9% | +91.5% | -107.3% | -45.6% |
| All | -25.8% | +131.0% | -156.8% | -60.1% |
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