+1,697.2%
ACN vs TT
+4,729.9%
-3,032.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.6% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | +9.4% | -7.4% | +16.7% | +12.6% |
| 3M | +5.6% | -3.2% | +8.9% | +5.6% |
| 6M | -9.3% | +1.1% | -10.4% | -11.9% |
| YTD | -29.0% | +15.6% | -44.6% | -35.3% |
| 1Y | -24.7% | +9.2% | -33.8% | -29.9% |
| 3Y | -39.8% | +124.4% | -164.2% | -60.1% |
| 5Y | -40.9% | +138.0% | -178.9% | -62.1% |
| 10Y | +91.1% | +886.4% | -795.3% | -33.8% |
| All | +1,697.2% | +4,729.9% | -3,032.7% | +109.7% |
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