+734.7%
TT vs ACM
+133.7%
+601.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +0.8% | +6.6% | -5.8% | -2.1% |
| 30D | -11.8% | +19.8% | -31.5% | -18.8% |
| 3M | -11.6% | -3.1% | -8.4% | -11.3% |
| 6M | -9.3% | -11.5% | +2.2% | -6.0% |
| YTD | +8.9% | -24.7% | +33.6% | +20.6% |
| 1Y | -2.2% | -45.1% | +42.8% | +25.6% |
| 3Y | +91.9% | -8.9% | +100.8% | +89.9% |
| 5Y | +136.0% | +5.4% | +130.6% | +116.1% |
| 10Y | +734.7% | +131.1% | +603.7% | +432.5% |
| All | +734.7% | +133.7% | +601.0% | +432.5% |
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