+417.0%
TTMI vs ACI
-42.9%
+459.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -3.0% |
| 7D | +11.4% | +2.3% | +9.1% | +11.7% |
| 30D | -28.3% | +1.2% | -29.5% | -28.0% |
| 3M | -46.7% | +6.8% | -53.5% | -46.0% |
| 6M | -56.1% | -18.7% | -37.4% | -55.6% |
| YTD | +7.4% | -20.2% | +27.6% | +8.3% |
| 1Y | +17.4% | -23.7% | +41.1% | +18.8% |
| 3Y | +429.1% | -31.6% | +460.8% | +435.1% |
| All | +417.0% | -42.9% | +459.9% | +415.1% |
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