+10.6%
TE vs ACM
-7.9%
+18.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.2% | -8.2% | -6.4% |
| 7D | -10.5% | +6.9% | -17.4% | -14.4% |
| 30D | -32.4% | +19.1% | -51.5% | -39.8% |
| 3M | -60.9% | -6.9% | -53.9% | -59.1% |
| 6M | -62.8% | -12.0% | -50.8% | -59.9% |
| YTD | -65.7% | -25.1% | -40.6% | -58.2% |
| 1Y | -39.9% | -45.4% | +5.5% | -1.0% |
| 3Y | +10.6% | -6.9% | +17.5% | +66.9% |
| All | +10.6% | -7.9% | +18.5% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling