+599.8%
TTMI vs ACI
+33.9%
+566.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.0% |
| 7D | +22.6% | -0.5% | +23.1% | +22.6% |
| 30D | -34.3% | +4.9% | -39.2% | -34.0% |
| 3M | -44.8% | +11.1% | -55.9% | -44.3% |
| 6M | -53.3% | -14.9% | -38.4% | -52.9% |
| YTD | +10.6% | -19.6% | +30.2% | +11.3% |
| 1Y | +8.2% | -22.7% | +30.9% | +9.1% |
| 3Y | +435.7% | -31.2% | +466.9% | +440.9% |
| 5Y | +434.2% | -42.3% | +476.5% | +438.3% |
| All | +599.8% | +33.9% | +566.0% | +558.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling