-41.9%
ACN vs TTMI
+857.4%
-899.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.1% | -3.9% |
| 7D | -4.8% | +12.2% | -17.0% | -4.1% |
| 30D | +1.9% | -5.7% | +7.6% | +1.9% |
| 3M | +3.9% | -27.5% | +31.4% | +3.8% |
| 6M | -15.0% | +47.1% | -62.2% | -18.4% |
| YTD | -31.9% | +87.5% | -119.4% | -36.6% |
| 1Y | -28.5% | +175.2% | -203.7% | -37.4% |
| 3Y | -41.9% | +901.9% | -943.8% | -59.2% |
| All | -41.9% | +857.4% | -899.3% | -59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling