-11.8%
ACN vs TTD
-83.7%
+71.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | +0.9% | +5.2% | -4.3% | +0.1% |
| 30D | +33.5% | +6.9% | +26.6% | +32.0% |
| 3M | +53.5% | -26.8% | +80.3% | +59.4% |
| 6M | +52.2% | -46.1% | +98.4% | +64.6% |
| YTD | -0.1% | -65.9% | +65.8% | +12.8% |
| 1Y | +11.0% | -71.8% | +82.9% | +27.6% |
| 3Y | -11.8% | -83.3% | +71.5% | +1.4% |
| All | -11.8% | -83.7% | +71.9% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling