-26.5%
ACN vs TW
+41.5%
-67.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -5.7% | +3.2% | -8.9% | -6.8% |
| 30D | +17.0% | +19.7% | -2.7% | +9.9% |
| 3M | +39.9% | +26.8% | +13.0% | +28.6% |
| 6M | +50.2% | +20.9% | +29.3% | +40.0% |
| YTD | -4.2% | +22.9% | -27.0% | -11.3% |
| 1Y | +4.3% | +20.4% | -16.0% | -2.9% |
| 3Y | -17.1% | +42.9% | -60.0% | -31.0% |
| 5Y | -26.5% | +40.2% | -66.7% | -38.6% |
| All | -26.5% | +41.5% | -67.9% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling