+60.1%
ACN vs TTMI
-55.9%
+116.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | -0.6% |
| 7D | -3.8% | +11.4% | -15.2% | -0.3% |
| 30D | +16.5% | -28.3% | +44.8% | +8.5% |
| 3M | +41.5% | -46.7% | +88.1% | +20.5% |
| 6M | +60.1% | -56.1% | +116.2% | +28.2% |
| All | +60.1% | -55.9% | +116.0% | +28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling