+396.5%
TTMI vs ACGL
+324.4%
+72.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | +11.4% | +2.2% | +9.2% | +10.8% |
| 30D | -28.3% | +12.3% | -40.6% | -31.0% |
| 3M | -46.7% | +11.8% | -58.5% | -48.8% |
| 6M | -56.1% | +17.5% | -73.6% | -59.2% |
| YTD | +7.4% | +14.3% | -6.9% | -0.1% |
| 1Y | +17.4% | +18.2% | -0.8% | +7.8% |
| 3Y | +429.1% | +33.2% | +396.0% | +341.5% |
| 5Y | +418.8% | +174.3% | +244.4% | +194.5% |
| All | +396.5% | +324.4% | +72.2% | +103.0% |
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