+467.2%
TDY vs ACM
+134.0%
+333.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.7% |
| 7D | -1.1% | -4.6% | +3.5% | +1.1% |
| 30D | -12.0% | +4.1% | -16.1% | -14.1% |
| 3M | -3.2% | -8.3% | +5.1% | -0.6% |
| 6M | -7.9% | -30.1% | +22.2% | +7.4% |
| YTD | +18.2% | -32.6% | +50.8% | +39.1% |
| 1Y | +6.7% | -49.6% | +56.2% | +44.5% |
| 3Y | +47.5% | -23.0% | +70.6% | +57.5% |
| 5Y | +39.5% | +2.0% | +37.5% | +26.4% |
| All | +467.2% | +134.0% | +333.1% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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