+26.3%
ACI vs TD
+255.2%
-228.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.1% |
| 7D | +0.2% | +0.3% | -0.2% | +0.1% |
| 30D | +5.9% | +0.4% | +5.5% | +5.8% |
| 3M | -19.8% | +7.6% | -27.4% | -20.7% |
| 6M | -24.7% | +25.0% | -49.7% | -27.3% |
| YTD | -24.4% | +31.0% | -55.4% | -27.7% |
| 1Y | -31.5% | +65.2% | -96.7% | -37.3% |
| 3Y | -38.7% | +122.5% | -161.2% | -47.4% |
| 5Y | -42.8% | +124.8% | -167.6% | -52.1% |
| All | +26.3% | +255.2% | -228.9% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling