-7.1%
TT vs ACM
-48.7%
+41.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.4% |
| 7D | -2.0% | +5.4% | -7.4% | -2.6% |
| 30D | -14.0% | +15.1% | -29.1% | -15.6% |
| 3M | -15.9% | -10.5% | -5.4% | -14.4% |
| 6M | -17.3% | -19.7% | +2.4% | -14.2% |
| YTD | +4.0% | -28.8% | +32.8% | +9.6% |
| 1Y | -7.1% | -47.9% | +40.8% | -1.4% |
| All | -7.1% | -48.7% | +41.6% | -1.4% |
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