+161.0%
TTMI vs ACM
-48.7%
+209.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.9% | -3.5% |
| 7D | +7.5% | -3.7% | +11.2% | +8.0% |
| 30D | -4.5% | -12.7% | +8.2% | -2.2% |
| 3M | -28.5% | -9.8% | -18.7% | -27.4% |
| 6M | +28.4% | -31.4% | +59.8% | +44.1% |
| YTD | +80.1% | -32.1% | +112.2% | +99.2% |
| 1Y | +161.0% | -47.8% | +208.8% | +224.1% |
| All | +161.0% | -48.7% | +209.7% | +224.1% |
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