+2,361.1%
ACN vs TT
+4,481.2%
-2,120.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.8% | -2.2% |
| 7D | -4.0% | +3.5% | -7.5% | -5.5% |
| 30D | +19.0% | -11.0% | +30.0% | +23.5% |
| 3M | +42.2% | -12.0% | +54.2% | +47.8% |
| 6M | +50.1% | -10.4% | +60.6% | +52.8% |
| YTD | -2.7% | +9.9% | -12.7% | -10.6% |
| 1Y | +7.6% | +1.5% | +6.1% | +2.1% |
| 3Y | -15.9% | +93.7% | -109.6% | -40.9% |
| 5Y | -24.4% | +139.2% | -163.6% | -52.1% |
| 10Y | +151.4% | +741.5% | -590.1% | -8.0% |
| All | +2,361.1% | +4,481.2% | -2,120.1% | +190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling