-16.9%
ACI vs TD
+61.0%
-77.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.8% | +3.9% |
| 7D | +4.5% | +1.4% | +3.1% | +4.6% |
| 30D | +20.9% | +10.2% | +10.6% | +22.7% |
| 3M | +15.2% | +8.1% | +7.1% | +16.9% |
| 6M | -13.3% | +22.3% | -35.6% | -8.0% |
| YTD | -16.2% | +39.0% | -55.2% | -6.7% |
| 1Y | -16.9% | +62.6% | -79.5% | -4.4% |
| All | -16.9% | +61.0% | -77.9% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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