+736.3%
TT vs ACM
+132.6%
+603.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | +4.0% | +5.6% | -1.6% | +1.5% |
| 30D | -11.3% | +20.8% | -32.1% | -18.9% |
| 3M | -12.3% | +11.4% | -23.7% | -17.2% |
| 6M | -10.8% | +0.9% | -11.8% | -12.8% |
| YTD | +8.2% | -24.8% | +33.0% | +20.2% |
| 1Y | +1.5% | -46.4% | +47.9% | +33.1% |
| 3Y | +91.5% | -9.2% | +100.7% | +89.5% |
| 5Y | +130.2% | +5.0% | +125.2% | +110.1% |
| All | +736.3% | +132.6% | +603.7% | +421.7% |
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 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