+730.9%
TD vs ACM
+233.3%
+497.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.7% | +5.4% | -7.1% | -3.5% |
| 30D | +8.2% | +15.1% | -6.9% | +2.9% |
| 3M | +1.7% | -10.5% | +12.2% | +4.9% |
| 6M | +14.2% | -19.7% | +33.9% | +21.5% |
| YTD | +32.8% | -28.8% | +61.6% | +46.4% |
| 1Y | +55.5% | -47.9% | +103.3% | +91.4% |
| 3Y | +129.6% | -12.4% | +142.0% | +128.6% |
| 5Y | +102.2% | +0.6% | +101.6% | +89.0% |
| 10Y | +306.3% | +161.3% | +145.0% | +151.0% |
| All | +730.9% | +233.3% | +497.6% | +322.3% |
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