-32.0%
ACI vs TD
+133.8%
-165.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -5.3% | -3.1% | -2.3% | -5.2% |
| 30D | +5.0% | +6.7% | -1.7% | +4.8% |
| 3M | +7.5% | +3.1% | +4.4% | +7.5% |
| 6M | -16.0% | +17.6% | -33.7% | -16.4% |
| YTD | -20.6% | +34.8% | -55.4% | -21.7% |
| 1Y | -23.5% | +55.6% | -79.1% | -25.9% |
| All | -32.0% | +133.8% | -165.8% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling