+1,297.6%
TNA vs ACM
+248.9%
+1,048.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.2% |
| 7D | +4.1% | -0.3% | +4.4% | +4.5% |
| 30D | -7.6% | -12.9% | +5.3% | +7.1% |
| 3M | +8.1% | -6.4% | +14.5% | +11.0% |
| 6M | +49.0% | -29.2% | +78.2% | +123.4% |
| YTD | +51.7% | -29.9% | +81.7% | +124.6% |
| 1Y | +59.6% | -47.3% | +106.9% | +249.9% |
| 3Y | +118.9% | -19.6% | +138.5% | +190.5% |
| 5Y | -19.2% | +5.5% | -24.7% | -15.3% |
| 10Y | +77.2% | +129.7% | -52.5% | -13.6% |
| All | +1,297.6% | +248.9% | +1,048.7% | +343.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling