+1,035.6%
TTMI vs ACM
+230.8%
+804.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +9.0% |
| 7D | +5.9% | -3.7% | +9.6% | +7.9% |
| 30D | -4.3% | -11.1% | +6.8% | +0.3% |
| 3M | -32.0% | -8.0% | -24.1% | -30.9% |
| 6M | +19.5% | -29.7% | +49.1% | +39.4% |
| YTD | +82.0% | -29.4% | +111.4% | +109.2% |
| 1Y | +172.6% | -46.4% | +219.1% | +262.5% |
| 3Y | +744.7% | -22.3% | +767.0% | +826.1% |
| 5Y | +805.6% | +4.5% | +801.1% | +743.4% |
| 10Y | +1,057.6% | +127.6% | +930.0% | +564.2% |
| All | +1,035.6% | +230.8% | +804.8% | +374.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling