+161.0%
TTMI vs ACGL
+5.7%
+155.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.4% | -3.4% |
| 7D | +7.5% | -2.1% | +9.6% | +4.7% |
| 30D | -4.5% | -2.2% | -2.3% | -6.7% |
| 3M | -28.5% | +6.3% | -34.8% | -22.5% |
| 6M | +28.4% | +0.5% | +27.8% | +33.1% |
| YTD | +80.1% | +0.2% | +79.9% | +93.7% |
| 1Y | +161.0% | +7.3% | +153.8% | +200.4% |
| All | +161.0% | +5.7% | +155.3% | +200.4% |
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