+2,034.0%
TT vs ACM
+230.8%
+1,803.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -0.2% | -3.7% | +3.5% | +1.5% |
| 30D | -7.4% | -11.1% | +3.7% | -3.1% |
| 3M | -3.2% | -8.0% | +4.8% | -0.7% |
| 6M | +1.1% | -29.7% | +30.8% | +16.8% |
| YTD | +15.6% | -29.4% | +45.0% | +32.1% |
| 1Y | +9.2% | -46.4% | +55.6% | +41.1% |
| 3Y | +124.4% | -22.3% | +146.7% | +141.2% |
| 5Y | +138.0% | +4.5% | +133.5% | +120.5% |
| 10Y | +886.4% | +127.6% | +758.7% | +492.3% |
| All | +2,034.0% | +230.8% | +1,803.2% | +886.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling