-43.1%
ACN vs TDG
+123.4%
-166.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -7.9% | -2.7% | -5.2% | -6.8% |
| 30D | -1.1% | -9.3% | +8.2% | +3.0% |
| 3M | +5.6% | -7.1% | +12.7% | +8.2% |
| 6M | -9.9% | -11.2% | +1.2% | -6.5% |
| YTD | -32.3% | -15.3% | -17.1% | -28.0% |
| 1Y | -25.3% | -12.5% | -12.8% | -21.9% |
| 3Y | -42.3% | +51.2% | -93.5% | -55.6% |
| All | -43.1% | +123.4% | -166.5% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling