+1,226.9%
TDY vs ACM
+228.1%
+998.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | -12.5% | -12.9% | +0.4% | -7.9% |
| 3M | -1.2% | -6.4% | +5.2% | +0.4% |
| 6M | -6.6% | -29.2% | +22.6% | +6.7% |
| YTD | +18.5% | -29.9% | +48.4% | +34.9% |
| 1Y | +10.8% | -47.3% | +58.0% | +42.3% |
| 3Y | +47.5% | -19.6% | +67.1% | +54.9% |
| 5Y | +35.8% | +5.5% | +30.3% | +24.9% |
| 10Y | +459.0% | +129.7% | +329.3% | +248.3% |
| All | +1,226.9% | +228.1% | +998.8% | +537.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling