+1,124.0%
TTMI vs ACM
+134.0%
+990.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.3% | +2.8% |
| 7D | +0.7% | -4.6% | +5.2% | +3.2% |
| 30D | -8.4% | +4.1% | -12.5% | -10.9% |
| 3M | -32.5% | -8.3% | -24.2% | -31.3% |
| 6M | +32.5% | -30.1% | +62.5% | +56.0% |
| YTD | +83.2% | -32.6% | +115.9% | +117.1% |
| 1Y | +161.7% | -49.6% | +211.2% | +265.2% |
| 3Y | +890.1% | -23.0% | +913.2% | +991.2% |
| 5Y | +832.4% | +2.0% | +830.5% | +780.0% |
| All | +1,124.0% | +134.0% | +990.0% | +646.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling