+429.1%
TTMI vs ACGL
+33.8%
+395.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.7% |
| 7D | +11.4% | +2.2% | +9.2% | +12.7% |
| 30D | -28.3% | +12.3% | -40.6% | -22.9% |
| 3M | -46.7% | +11.8% | -58.5% | -42.4% |
| 6M | -56.1% | +17.5% | -73.6% | -51.5% |
| YTD | +7.4% | +14.3% | -6.9% | +18.5% |
| 1Y | +17.4% | +18.2% | -0.8% | +30.1% |
| 3Y | +429.1% | +33.2% | +396.0% | +530.1% |
| All | +429.1% | +33.8% | +395.4% | +530.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling