+1,697.2%
ACN vs TTMI
+1,382.9%
+314.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.8% | -12.2% | -4.5% |
| 7D | -1.5% | +5.9% | -7.4% | -2.4% |
| 30D | +9.4% | -4.3% | +13.7% | +9.4% |
| 3M | +5.6% | -32.0% | +37.7% | +8.6% |
| 6M | -9.3% | +19.5% | -28.7% | -16.2% |
| YTD | -29.0% | +82.0% | -111.0% | -39.4% |
| 1Y | -24.7% | +172.6% | -197.3% | -40.7% |
| 3Y | -39.8% | +744.7% | -784.5% | -61.9% |
| 5Y | -40.9% | +805.6% | -846.5% | -63.5% |
| 10Y | +91.1% | +1,057.6% | -966.5% | +9.8% |
| All | +1,697.2% | +1,382.9% | +314.4% | +679.5% |
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