+33.3%
ACI vs TD
+263.9%
-230.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | +2.3% | +1.1% | +1.2% | +2.1% |
| 30D | +1.2% | +5.2% | -4.0% | +0.5% |
| 3M | +6.8% | +1.2% | +5.6% | +6.6% |
| 6M | -18.7% | +17.7% | -36.5% | -20.7% |
| YTD | -20.2% | +34.2% | -54.4% | -23.9% |
| 1Y | -23.7% | +55.4% | -79.2% | -29.3% |
| 3Y | -31.6% | +130.4% | -162.0% | -41.7% |
| 5Y | -42.8% | +101.8% | -144.6% | -51.3% |
| All | +33.3% | +263.9% | -230.7% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling