-41.9%
ACN vs TW
+21.9%
-63.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -3.3% |
| 7D | -4.8% | -3.5% | -1.3% | -3.9% |
| 30D | +1.9% | +0.5% | +1.4% | +1.7% |
| 3M | +3.9% | +4.9% | -1.1% | +2.8% |
| 6M | -15.0% | -17.1% | +2.1% | -11.9% |
| YTD | -31.9% | -3.9% | -28.0% | -31.2% |
| 1Y | -28.5% | -13.3% | -15.3% | -26.6% |
| 3Y | -41.9% | +20.9% | -62.8% | -45.0% |
| All | -41.9% | +21.9% | -63.8% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling