+385.5%
TTMI vs ACGL
+329.0%
+56.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -3.0% | +9.9% | +7.7% |
| 7D | -19.8% | +0.9% | -20.7% | -20.2% |
| 30D | -48.1% | +13.7% | -61.8% | -50.4% |
| 3M | -51.2% | +8.0% | -59.3% | -52.8% |
| 6M | -59.6% | +13.3% | -72.9% | -62.0% |
| YTD | -3.6% | +11.8% | -15.5% | -9.9% |
| 1Y | -2.3% | +22.2% | -24.6% | -11.8% |
| 3Y | +369.4% | +32.5% | +336.9% | +290.4% |
| 5Y | +365.4% | +160.2% | +205.2% | +169.4% |
| All | +385.5% | +329.0% | +56.5% | +78.0% |
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