+10.7%
TTMI vs ACM
-46.6%
+57.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.9% | -13.0% | -10.0% |
| 7D | -19.2% | +9.5% | -28.7% | -19.1% |
| 30D | -44.9% | +14.7% | -59.6% | -44.9% |
| 3M | -44.7% | -9.5% | -35.2% | -43.3% |
| 6M | -53.4% | -18.0% | -35.4% | -50.1% |
| YTD | +6.3% | -27.3% | +33.6% | +15.8% |
| 1Y | +10.7% | -47.0% | +57.7% | +33.8% |
| All | +10.7% | -46.6% | +57.3% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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