+443.1%
TTMI vs ACGL
+5,890.3%
-5,447.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.7% | +10.6% | +9.6% |
| 7D | +5.9% | -0.7% | +6.6% | +6.1% |
| 30D | -4.3% | -1.0% | -3.3% | -4.1% |
| 3M | -32.0% | +11.0% | -43.1% | -36.3% |
| 6M | +19.5% | -0.3% | +19.8% | +16.8% |
| YTD | +82.0% | +2.3% | +79.8% | +74.5% |
| 1Y | +172.6% | +6.4% | +166.3% | +154.8% |
| 3Y | +744.7% | +34.0% | +710.7% | +576.7% |
| 5Y | +805.6% | +161.6% | +643.9% | +407.7% |
| 10Y | +1,057.6% | +278.6% | +779.0% | +406.8% |
| All | +443.1% | +5,890.3% | -5,447.1% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling