-45.4%
TNA vs ACM
+3.9%
-49.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.6% |
| 7D | +7.7% | +5.1% | +2.6% | +0.5% |
| 30D | -0.7% | +18.7% | -19.4% | -22.0% |
| 3M | -25.4% | +15.5% | -40.8% | -40.8% |
| 6M | -11.8% | +1.2% | -13.0% | -20.0% |
| YTD | +23.9% | -25.2% | +49.2% | +74.5% |
| 1Y | +25.6% | -46.3% | +71.9% | +217.4% |
| 3Y | +137.1% | -9.6% | +146.7% | +128.4% |
| 5Y | -45.4% | +4.4% | -49.8% | -55.8% |
| All | -45.4% | +3.9% | -49.3% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling