-43.0%
ACN vs TTMI
+844.2%
-887.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.1% | -4.2% |
| 7D | -4.8% | +12.2% | -17.0% | -5.3% |
| 30D | +1.9% | -5.7% | +7.6% | +2.1% |
| 3M | +3.9% | -27.5% | +31.4% | +5.3% |
| 6M | -15.0% | +47.1% | -62.2% | -23.3% |
| YTD | -31.9% | +87.5% | -119.4% | -42.2% |
| 1Y | -28.5% | +175.2% | -203.7% | -45.4% |
| 3Y | -41.9% | +901.9% | -943.8% | -70.3% |
| All | -43.0% | +844.2% | -887.1% | -71.4% |
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