+55.6%
TD vs ACM
-45.3%
+100.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | -3.1% | +3.0% | -6.1% | -3.3% |
| 30D | +6.7% | +19.7% | -13.0% | +5.3% |
| 3M | +3.1% | +5.3% | -2.2% | +2.5% |
| 6M | +17.6% | -10.8% | +28.4% | +18.9% |
| YTD | +34.8% | -25.1% | +59.9% | +39.8% |
| 1Y | +55.6% | -45.8% | +101.4% | +65.5% |
| All | +55.6% | -45.3% | +100.9% | +65.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling