-20.1%
TNA vs ACM
+1.3%
-21.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.1% | +0.3% |
| 7D | -3.6% | -3.7% | +0.1% | +1.8% |
| 30D | -10.1% | -12.7% | +2.6% | +4.9% |
| 3M | +2.7% | -9.8% | +12.5% | +11.4% |
| 6M | +38.4% | -31.4% | +69.8% | +129.4% |
| YTD | +45.4% | -32.1% | +77.5% | +134.6% |
| 1Y | +55.9% | -47.8% | +103.8% | +292.8% |
| 3Y | +109.8% | -22.1% | +131.9% | +165.1% |
| All | -20.1% | +1.3% | -21.4% | -26.7% |
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 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