+553.1%
TTMI vs ACM
+252.7%
+300.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -44.8% |
| 6M | -54.1% | -11.5% | -42.6% | -52.9% |
| YTD | +4.7% | -24.7% | +29.4% | +15.5% |
| 1Y | +3.3% | -45.1% | +48.4% | +34.5% |
| 3Y | +407.2% | -8.9% | +416.1% | +407.7% |
| 5Y | +406.5% | +5.4% | +401.1% | +369.0% |
| 10Y | +420.4% | +131.1% | +289.3% | +195.7% |
| All | +553.1% | +252.7% | +300.3% | +161.9% |
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