+108.8%
TNA vs ACM
-22.3%
+131.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.1% | -0.6% |
| 7D | -3.6% | -3.7% | +0.1% | +0.7% |
| 30D | -10.1% | -12.7% | +2.6% | +2.6% |
| 3M | +2.7% | -9.8% | +12.5% | +10.5% |
| 6M | +38.4% | -31.4% | +69.8% | +116.7% |
| YTD | +45.4% | -32.1% | +77.5% | +122.5% |
| 1Y | +55.9% | -47.8% | +103.8% | +261.9% |
| All | +108.8% | -22.3% | +131.1% | +135.5% |
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 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