+35.7%
TNA vs ACM
-46.0%
+81.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | +3.7% | +5.6% | -1.9% | +1.1% |
| 30D | +4.4% | +20.8% | -16.4% | -4.0% |
| 3M | -26.7% | +11.4% | -38.1% | -30.3% |
| 6M | -12.8% | +0.9% | -13.8% | -13.9% |
| YTD | +22.7% | -24.8% | +47.5% | +45.2% |
| 1Y | +35.7% | -46.4% | +82.1% | +85.7% |
| All | +35.7% | -46.0% | +81.7% | +85.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling