+753.3%
TT vs ACM
+155.0%
+598.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.4% |
| 7D | -2.0% | +5.4% | -7.4% | -4.3% |
| 30D | -14.0% | +15.1% | -29.1% | -19.5% |
| 3M | -15.9% | -10.5% | -5.4% | -12.6% |
| 6M | -17.3% | -19.7% | +2.4% | -10.4% |
| YTD | +4.0% | -28.8% | +32.8% | +18.0% |
| 1Y | -7.1% | -47.9% | +40.8% | +21.9% |
| 3Y | +90.2% | -12.4% | +102.6% | +91.5% |
| 5Y | +131.1% | +0.6% | +130.6% | +116.4% |
| All | +753.3% | +155.0% | +598.3% | +446.3% |
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