-25.8%
ACN vs TTMI
+416.2%
-442.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.2% |
| 7D | -3.8% | +11.4% | -15.2% | -3.8% |
| 30D | +16.5% | -28.3% | +44.8% | +16.8% |
| 3M | +41.5% | -46.7% | +88.1% | +42.9% |
| 6M | +60.1% | -56.1% | +116.2% | +61.7% |
| YTD | -3.9% | +7.4% | -11.3% | -17.8% |
| 1Y | +4.1% | +17.4% | -13.3% | -13.4% |
| 3Y | -15.9% | +429.1% | -445.0% | -55.3% |
| All | -25.8% | +416.2% | -442.0% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling