+808.8%
TTMI vs ACGL
+161.8%
+647.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.7% | +10.6% | +8.8% |
| 7D | +5.9% | -0.7% | +6.6% | +5.8% |
| 30D | -4.3% | -1.0% | -3.3% | -4.3% |
| 3M | -32.0% | +11.0% | -43.1% | -32.8% |
| 6M | +19.5% | -0.3% | +19.8% | +19.2% |
| YTD | +82.0% | +2.3% | +79.8% | +80.8% |
| 1Y | +172.6% | +6.4% | +166.3% | +168.5% |
| 3Y | +744.7% | +34.0% | +710.7% | +645.8% |
| All | +808.8% | +161.8% | +647.1% | +485.8% |
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