+17.1%
ACN vs TW
+206.7%
-189.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.7% |
| 7D | -1.5% | -4.5% | +3.0% | +0.1% |
| 30D | +2.1% | -2.3% | +4.3% | +2.8% |
| 3M | +11.1% | +2.6% | +8.5% | +10.1% |
| 6M | -6.8% | -17.5% | +10.7% | -0.9% |
| YTD | -30.0% | -5.3% | -24.7% | -29.1% |
| 1Y | -23.1% | -14.8% | -8.4% | -19.5% |
| 3Y | -40.4% | +18.8% | -59.2% | -46.3% |
| 5Y | -41.6% | +20.7% | -62.3% | -48.9% |
| All | +17.1% | +206.7% | -189.6% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling