+52.0%
TNA vs ACM
-48.9%
+100.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.3% | -2.1% |
| 7D | -7.6% | -5.9% | -1.7% | -4.6% |
| 30D | -13.6% | -6.2% | -7.4% | -11.2% |
| 3M | +2.8% | -7.9% | +10.7% | +5.6% |
| 6M | +34.5% | -30.6% | +65.1% | +69.1% |
| YTD | +41.0% | -33.3% | +74.3% | +81.3% |
| 1Y | +52.0% | -49.2% | +101.2% | +134.3% |
| All | +52.0% | -48.9% | +100.9% | +134.3% |
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