+152.3%
ACN vs TTD
+513.2%
-360.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | 0.0% |
| 7D | -3.8% | +21.3% | -25.1% | -6.9% |
| 30D | +16.5% | +28.7% | -12.2% | +11.6% |
| 3M | +41.5% | +7.7% | +33.8% | +39.3% |
| 6M | +60.1% | -23.5% | +83.5% | +64.9% |
| YTD | -3.9% | -58.7% | +54.7% | +7.8% |
| 1Y | +4.1% | -63.4% | +67.5% | +18.9% |
| 3Y | -15.9% | -75.3% | +59.4% | -4.6% |
| 5Y | -26.3% | -84.4% | +58.0% | -16.3% |
| All | +152.3% | +513.2% | -360.9% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 10y: compounded portfolio wealth divided by compounded TTD 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…
10y analysis · Full analysis span regression · 6 months rolling