+4.3%
ACN vs TTMI
+10.2%
-5.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -2.1% |
| 7D | -5.7% | +22.6% | -28.3% | -1.2% |
| 30D | +17.0% | -34.3% | +51.3% | +10.1% |
| 3M | +39.9% | -44.8% | +84.6% | +28.6% |
| 6M | +50.2% | -53.3% | +103.5% | +36.8% |
| YTD | -4.2% | +10.6% | -14.7% | -6.7% |
| 1Y | +4.3% | +8.2% | -3.9% | +2.1% |
| All | +4.3% | +10.2% | -5.9% | +2.1% |
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