+32.7%
TNA vs ACM
+132.6%
-99.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.9% |
| 7D | +3.7% | +5.6% | -1.9% | -4.3% |
| 30D | +4.4% | +20.8% | -16.4% | -21.2% |
| 3M | -26.7% | +11.4% | -38.1% | -39.1% |
| 6M | -12.8% | +0.9% | -13.8% | -21.0% |
| YTD | +22.7% | -24.8% | +47.5% | +67.6% |
| 1Y | +35.7% | -46.4% | +82.1% | +214.2% |
| 3Y | +134.6% | -9.2% | +143.8% | +151.3% |
| 5Y | -46.0% | +5.0% | -51.0% | -46.6% |
| All | +32.7% | +132.6% | -99.9% | -35.4% |
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