+172.6%
TTMI vs ACI
-32.3%
+205.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.2% | +8.7% |
| 7D | +5.9% | +0.2% | +5.7% | +5.9% |
| 30D | -4.3% | +5.9% | -10.2% | -2.1% |
| 3M | -32.0% | -19.8% | -12.3% | -35.5% |
| 6M | +19.5% | -24.7% | +44.2% | +11.2% |
| YTD | +82.0% | -24.4% | +106.4% | +69.7% |
| 1Y | +172.6% | -31.5% | +204.1% | +129.6% |
| All | +172.6% | -32.3% | +205.0% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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