+812.9%
TTMI vs ACI
-43.7%
+856.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.6% | -4.1% |
| 7D | +7.5% | -5.0% | +12.5% | +7.2% |
| 30D | -4.5% | -2.3% | -2.2% | -4.6% |
| 3M | -28.5% | -23.2% | -5.3% | -28.8% |
| 6M | +28.4% | -29.5% | +57.8% | +28.0% |
| YTD | +80.1% | -28.6% | +108.7% | +79.1% |
| 1Y | +161.0% | -34.0% | +195.1% | +160.9% |
| 3Y | +862.4% | -45.0% | +907.4% | +872.4% |
| 5Y | +812.9% | -44.0% | +856.9% | +798.8% |
| All | +812.9% | -43.7% | +856.6% | +798.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling