-43.1%
ACI vs TD
+104.4%
-147.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -5.3% | -3.1% | -2.3% | -4.9% |
| 30D | +5.0% | +6.7% | -1.7% | +4.1% |
| 3M | +7.5% | +3.1% | +4.4% | +7.0% |
| 6M | -16.0% | +17.6% | -33.7% | -18.0% |
| YTD | -20.6% | +34.8% | -55.4% | -24.3% |
| 1Y | -23.5% | +55.6% | -79.1% | -29.1% |
| 3Y | -32.1% | +133.1% | -165.3% | -42.4% |
| All | -43.1% | +104.4% | -147.5% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling