+826.9%
TTMI vs ACM
-19.2%
+846.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +9.0% |
| 7D | +5.9% | -3.7% | +9.6% | +7.6% |
| 30D | -4.3% | -11.1% | +6.8% | +0.6% |
| 3M | -32.0% | -8.0% | -24.1% | -30.6% |
| 6M | +19.5% | -29.7% | +49.1% | +44.3% |
| YTD | +82.0% | -29.4% | +111.4% | +114.1% |
| 1Y | +172.6% | -46.4% | +219.1% | +295.6% |
| All | +826.9% | -19.2% | +846.1% | +837.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling