+97.9%
ACN vs TTD
+401.9%
-304.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -2.7% |
| 7D | -1.5% | +6.3% | -7.9% | -2.4% |
| 30D | +9.4% | -23.9% | +33.3% | +13.2% |
| 3M | +5.6% | -31.4% | +37.0% | +11.0% |
| 6M | -9.3% | -42.7% | +33.4% | -2.6% |
| YTD | -29.0% | -62.0% | +33.0% | -19.2% |
| 1Y | -24.7% | -72.2% | +47.5% | -10.7% |
| 3Y | -39.8% | -81.9% | +42.1% | -28.8% |
| 5Y | -40.9% | -81.5% | +40.6% | -34.8% |
| All | +97.9% | +401.9% | -304.0% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling