-40.6%
ACN vs TTD
-81.6%
+41.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -2.6% |
| 7D | -1.5% | +6.3% | -7.9% | -2.5% |
| 30D | +9.4% | -23.9% | +33.3% | +13.6% |
| 3M | +5.6% | -31.4% | +37.0% | +11.6% |
| 6M | -9.3% | -42.7% | +33.4% | -1.9% |
| YTD | -29.0% | -62.0% | +33.0% | -18.3% |
| 1Y | -24.7% | -72.2% | +47.5% | -9.5% |
| 3Y | -39.8% | -81.9% | +42.1% | -28.6% |
| All | -40.6% | -81.6% | +41.0% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling