+398.5%
TTMI vs ACM
+132.1%
+266.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.4% |
| 7D | -11.5% | +6.6% | -18.1% | -14.2% |
| 30D | -40.3% | +19.8% | -60.1% | -45.8% |
| 3M | -44.5% | -3.1% | -41.3% | -44.6% |
| 6M | -54.1% | -11.5% | -42.6% | -52.7% |
| YTD | +4.7% | -24.7% | +29.4% | +16.5% |
| 1Y | +3.3% | -45.1% | +48.4% | +37.8% |
| 3Y | +407.2% | -8.9% | +416.1% | +408.1% |
| 5Y | +406.5% | +5.4% | +401.1% | +367.8% |
| All | +398.5% | +132.1% | +266.4% | +183.8% |
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 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