+171.8%
ACN vs TTD
+419.3%
-247.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +15.5% | -17.8% | -4.7% |
| 7D | -2.5% | +19.0% | -21.5% | -5.3% |
| 30D | +22.6% | +23.6% | -0.9% | +18.4% |
| 3M | +45.9% | +8.2% | +37.7% | +43.6% |
| 6M | +43.8% | -35.3% | +79.1% | +51.9% |
| YTD | -2.5% | -60.7% | +58.2% | +10.0% |
| 1Y | +6.5% | -65.3% | +71.8% | +22.1% |
| 3Y | -14.2% | -80.6% | +66.4% | +0.3% |
| 5Y | -24.4% | -84.6% | +60.2% | -14.2% |
| 10Y | +156.3% | +550.5% | -394.2% | +100.3% |
| All | +171.8% | +419.3% | -247.5% | +111.7% |
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