+843.5%
TTMI vs ACM
+4.8%
+838.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.4% |
| 7D | +12.2% | -0.3% | +12.4% | +12.3% |
| 30D | -5.7% | -12.9% | +7.2% | +0.5% |
| 3M | -27.5% | -6.4% | -21.1% | -27.0% |
| 6M | +47.1% | -29.2% | +76.4% | +76.2% |
| YTD | +87.5% | -29.9% | +117.4% | +121.5% |
| 1Y | +175.2% | -47.3% | +222.5% | +295.9% |
| 3Y | +901.9% | -19.6% | +921.6% | +966.4% |
| 5Y | +843.5% | +5.5% | +838.0% | +790.4% |
| All | +843.5% | +4.8% | +838.7% | +790.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling