+2,330.4%
ACN vs TD
+2,442.4%
-112.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.8% | +1.1% | -5.0% | -4.4% |
| 30D | +16.5% | +5.2% | +11.3% | +13.5% |
| 3M | +41.5% | +1.2% | +40.2% | +40.1% |
| 6M | +60.1% | +17.7% | +42.3% | +45.9% |
| YTD | -3.9% | +34.2% | -38.2% | -18.4% |
| 1Y | +4.1% | +55.4% | -51.3% | -18.0% |
| 3Y | -15.9% | +130.4% | -146.3% | -46.5% |
| 5Y | -26.3% | +101.8% | -128.1% | -50.2% |
| 10Y | +148.2% | +301.9% | -153.6% | +16.0% |
| All | +2,330.4% | +2,442.4% | -112.0% | +266.5% |
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 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