-44.0%
ACN vs TD
+123.1%
-167.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.3% |
| 7D | -6.3% | -1.9% | -4.4% | -5.5% |
| 30D | -1.4% | -1.6% | +0.2% | -0.8% |
| 3M | +2.6% | +4.6% | -2.1% | -0.2% |
| 6M | -14.3% | +26.8% | -41.1% | -24.4% |
| YTD | -33.1% | +28.3% | -61.5% | -41.4% |
| 1Y | -28.8% | +60.4% | -89.2% | -44.4% |
| 3Y | -43.0% | +125.7% | -168.7% | -63.3% |
| 5Y | -44.0% | +122.4% | -166.4% | -63.7% |
| All | -44.0% | +123.1% | -167.1% | -63.7% |
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