+2,325.1%
ACN vs TTMI
+800.6%
+1,524.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.1% |
| 7D | -5.7% | +22.6% | -28.3% | -8.4% |
| 30D | +17.0% | -34.3% | +51.3% | +21.1% |
| 3M | +39.9% | -44.8% | +84.6% | +46.7% |
| 6M | +50.2% | -53.3% | +103.5% | +56.9% |
| YTD | -4.2% | +10.6% | -14.7% | -14.9% |
| 1Y | +4.3% | +8.2% | -3.9% | -7.9% |
| 3Y | -17.1% | +435.7% | -452.8% | -45.6% |
| 5Y | -26.5% | +434.2% | -460.7% | -52.5% |
| 10Y | +147.7% | +426.4% | -278.7% | +54.8% |
| All | +2,325.1% | +800.6% | +1,524.6% | +994.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling