+740.9%
TD vs ACM
+252.7%
+488.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -0.7% | +6.6% | -7.3% | -2.9% |
| 30D | +7.6% | +19.8% | -12.2% | +0.9% |
| 3M | +3.0% | -3.1% | +6.2% | +3.3% |
| 6M | +16.8% | -11.5% | +28.3% | +19.9% |
| YTD | +34.3% | -24.7% | +59.0% | +45.1% |
| 1Y | +56.0% | -45.1% | +101.0% | +88.4% |
| 3Y | +132.4% | -8.9% | +141.2% | +128.1% |
| 5Y | +103.7% | +5.4% | +98.3% | +87.2% |
| 10Y | +299.2% | +131.1% | +168.1% | +158.5% |
| All | +740.9% | +252.7% | +488.1% | +318.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling