+10.7%
TTMI vs ACGL
+28.7%
-18.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.7% | -12.8% | -5.4% |
| 7D | -19.2% | +8.0% | -27.2% | -6.6% |
| 30D | -44.9% | +17.3% | -62.2% | -25.7% |
| 3M | -44.7% | +11.2% | -56.0% | -30.5% |
| 6M | -53.4% | +18.2% | -71.6% | -34.7% |
| YTD | +6.3% | +15.4% | -9.0% | +57.5% |
| 1Y | +10.7% | +26.5% | -15.8% | +77.4% |
| All | +10.7% | +28.7% | -18.0% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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