+2,034.0%
TT vs ACM
+230.8%
+1,803.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | 0.0% | -3.7% | +3.7% | +1.8% |
| 30D | -7.2% | -11.1% | +3.9% | -2.9% |
| 3M | -3.0% | -8.0% | +5.0% | -0.5% |
| 6M | +1.4% | -29.7% | +31.0% | +17.1% |
| YTD | +15.9% | -29.4% | +45.3% | +32.4% |
| 1Y | +9.4% | -46.4% | +55.9% | +41.5% |
| 3Y | +124.4% | -22.3% | +146.7% | +141.2% |
| 5Y | +138.0% | +4.5% | +133.5% | +120.5% |
| 10Y | +886.4% | +127.6% | +758.7% | +492.4% |
| All | +2,034.0% | +230.8% | +1,803.2% | +886.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling