+901.9%
TTMI vs ACI
-43.5%
+945.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.3% | +6.3% | +2.3% |
| 7D | +12.2% | -2.6% | +14.7% | +11.6% |
| 30D | -5.7% | +1.1% | -6.8% | -5.4% |
| 3M | -27.5% | -23.6% | -3.8% | -29.9% |
| 6M | +47.1% | -29.9% | +77.1% | +41.3% |
| YTD | +87.5% | -26.9% | +114.3% | +80.4% |
| 1Y | +175.2% | -34.2% | +209.5% | +165.2% |
| 3Y | +901.9% | -43.6% | +945.6% | +878.2% |
| All | +901.9% | -43.5% | +945.4% | +878.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling