+720.0%
TD vs ACM
+230.8%
+489.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +0.3% | -3.7% | +4.1% | +1.7% |
| 30D | +0.4% | -11.1% | +11.5% | +3.9% |
| 3M | +7.6% | -8.0% | +15.6% | +9.6% |
| 6M | +25.0% | -29.7% | +54.7% | +39.5% |
| YTD | +31.0% | -29.4% | +60.4% | +45.1% |
| 1Y | +65.2% | -46.4% | +111.6% | +101.2% |
| 3Y | +122.5% | -22.3% | +144.8% | +132.0% |
| 5Y | +124.8% | +4.5% | +120.3% | +106.8% |
| 10Y | +298.2% | +127.6% | +170.6% | +158.5% |
| All | +720.0% | +230.8% | +489.2% | +318.4% |
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