+11.9%
ACN vs TTMI
+9.6%
+2.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -10.1% | +13.9% | +1.7% |
| 7D | +8.6% | -19.2% | +27.8% | +4.3% |
| 30D | +36.6% | -44.9% | +81.5% | +23.8% |
| 3M | +56.3% | -44.7% | +101.0% | +43.2% |
| 6M | +49.7% | -53.4% | +103.1% | +35.2% |
| YTD | +1.3% | +6.3% | -5.0% | -3.7% |
| 1Y | +11.9% | +10.7% | +1.2% | +7.0% |
| All | +11.9% | +9.6% | +2.3% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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