+147.5%
TTMI vs ACI
-34.6%
+182.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -2.0% |
| 7D | +6.0% | -7.1% | +13.1% | +3.3% |
| 30D | -6.4% | -4.5% | -1.9% | -7.8% |
| 3M | -28.9% | -22.3% | -6.6% | -33.3% |
| 6M | +26.9% | -28.4% | +55.3% | +16.0% |
| YTD | +77.3% | -29.5% | +106.8% | +61.2% |
| 1Y | +147.5% | -34.2% | +181.7% | +108.3% |
| All | +147.5% | -34.6% | +182.1% | +108.3% |
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