+366.4%
TTMI vs ACGL
+159.2%
+207.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -3.0% | +9.9% | +6.5% |
| 7D | -19.8% | +0.9% | -20.7% | -19.7% |
| 30D | -48.1% | +13.7% | -61.8% | -47.5% |
| 3M | -51.2% | +8.0% | -59.3% | -50.7% |
| 6M | -59.6% | +13.3% | -72.9% | -59.4% |
| YTD | -3.6% | +11.8% | -15.5% | -3.2% |
| 1Y | -2.3% | +22.2% | -24.6% | -3.5% |
| 3Y | +369.4% | +32.5% | +336.9% | +337.1% |
| All | +366.4% | +159.2% | +207.2% | +203.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling