-23.1%
ACN vs TDG
-11.6%
-11.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +3.0% |
| 7D | -1.5% | -1.9% | +0.4% | -1.0% |
| 30D | +2.1% | -7.7% | +9.8% | +4.4% |
| 3M | +11.1% | -9.3% | +20.4% | +13.4% |
| 6M | -6.8% | -9.4% | +2.5% | -4.6% |
| YTD | -30.0% | -14.3% | -15.8% | -24.1% |
| 1Y | -23.1% | -11.8% | -11.3% | -17.5% |
| All | -23.1% | -11.6% | -11.5% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling