+137.0%
TNA vs ACM
-9.6%
+146.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.7% |
| 7D | +7.7% | +5.1% | +2.6% | +2.1% |
| 30D | -0.7% | +18.7% | -19.4% | -17.5% |
| 3M | -25.4% | +15.5% | -40.8% | -37.4% |
| 6M | -11.8% | +1.2% | -13.0% | -17.2% |
| YTD | +23.9% | -25.2% | +49.2% | +69.8% |
| 1Y | +25.6% | -46.3% | +71.9% | +197.2% |
| All | +137.0% | -9.6% | +146.6% | +109.6% |
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