+297.1%
TD vs ACM
+124.8%
+172.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.1% |
| 7D | -1.9% | -3.7% | +1.8% | -0.6% |
| 30D | -1.6% | -12.7% | +11.1% | +2.5% |
| 3M | +4.6% | -9.8% | +14.4% | +7.3% |
| 6M | +26.8% | -31.4% | +58.2% | +43.1% |
| YTD | +28.3% | -32.1% | +60.4% | +44.4% |
| 1Y | +60.4% | -47.8% | +108.3% | +98.5% |
| 3Y | +125.7% | -22.1% | +147.8% | +132.9% |
| 5Y | +122.4% | +1.8% | +120.6% | +102.5% |
| 10Y | +297.1% | +132.5% | +164.5% | +165.5% |
| All | +297.1% | +124.8% | +172.3% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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