+133.5%
TT vs ACI
-41.9%
+175.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | +8.1% | -0.5% | +8.5% | +8.1% |
| 30D | -11.3% | +4.9% | -16.2% | -11.6% |
| 3M | -11.2% | +11.1% | -22.3% | -12.0% |
| 6M | -8.9% | -14.9% | +6.0% | -7.8% |
| YTD | +9.7% | -19.6% | +29.3% | +11.5% |
| 1Y | +1.3% | -22.7% | +24.0% | +3.5% |
| 3Y | +93.4% | -31.2% | +124.6% | +99.2% |
| 5Y | +133.5% | -42.3% | +175.9% | +138.2% |
| All | +133.5% | -41.9% | +175.4% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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