+472.4%
TT vs ACI
+25.9%
+446.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | -7.4% | +5.9% | -13.3% | -7.7% |
| 3M | -3.2% | -19.8% | +16.6% | -1.9% |
| 6M | +1.1% | -24.7% | +25.9% | +2.9% |
| YTD | +15.6% | -24.4% | +40.0% | +17.5% |
| 1Y | +9.2% | -31.5% | +40.7% | +11.9% |
| 3Y | +124.4% | -38.7% | +163.1% | +131.6% |
| 5Y | +138.0% | -42.8% | +180.8% | +143.3% |
| All | +472.4% | +25.9% | +446.5% | +462.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling