+1,077.0%
TTMI vs ACGL
+263.8%
+813.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +3.7% |
| 7D | +12.2% | -2.9% | +15.1% | +13.0% |
| 30D | -5.7% | -2.8% | -2.9% | -5.1% |
| 3M | -27.5% | +6.8% | -34.3% | -30.1% |
| 6M | +47.1% | -1.5% | +48.7% | +45.1% |
| YTD | +87.5% | -0.2% | +87.7% | +82.8% |
| 1Y | +175.2% | +5.3% | +169.9% | +161.4% |
| 3Y | +901.9% | +30.3% | +871.7% | +729.9% |
| 5Y | +843.5% | +151.8% | +691.7% | +453.0% |
| 10Y | +1,077.0% | +266.9% | +810.1% | +552.0% |
| All | +1,077.0% | +263.8% | +813.2% | +552.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling