+893.7%
TT vs ACM
+128.0%
+765.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | -7.3% | -12.9% | +5.6% | -2.1% |
| 3M | -2.6% | -6.4% | +3.8% | -0.9% |
| 6M | +5.9% | -29.2% | +35.1% | +22.3% |
| YTD | +15.4% | -29.9% | +45.3% | +32.5% |
| 1Y | +8.2% | -47.3% | +55.5% | +41.9% |
| 3Y | +122.7% | -19.6% | +142.3% | +134.6% |
| 5Y | +145.0% | +5.5% | +139.4% | +124.3% |
| 10Y | +893.7% | +129.7% | +764.0% | +541.6% |
| All | +893.7% | +128.0% | +765.8% | +541.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling