+1.5%
TT vs ACM
-46.0%
+47.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +4.0% | +5.6% | -1.6% | +3.2% |
| 30D | -11.3% | +20.8% | -32.1% | -13.6% |
| 3M | -12.3% | +11.4% | -23.7% | -13.7% |
| 6M | -10.8% | +0.9% | -11.8% | -11.1% |
| YTD | +8.2% | -24.8% | +33.0% | +13.4% |
| 1Y | +1.5% | -46.4% | +47.9% | +9.1% |
| All | +1.5% | -46.0% | +47.5% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling