+50.2%
ACN vs TTMI
-52.1%
+102.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -2.4% |
| 7D | -5.7% | +22.6% | -28.3% | +0.8% |
| 30D | +17.0% | -34.3% | +51.3% | +5.5% |
| 3M | +39.9% | -44.8% | +84.6% | +20.1% |
| 6M | +50.2% | -53.3% | +103.5% | +22.4% |
| All | +50.2% | -52.1% | +102.3% | +22.4% |
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 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