-11.8%
TDG vs ACI
-32.3%
+20.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.1% | +1.3% |
| 7D | -1.9% | -3.7% | +1.9% | -2.0% |
| 30D | -7.7% | +0.6% | -8.3% | -7.7% |
| 3M | -9.3% | -20.3% | +11.0% | -10.5% |
| 6M | -9.4% | -24.7% | +15.3% | -11.1% |
| YTD | -14.3% | -27.2% | +13.0% | -16.0% |
| 1Y | -11.8% | -32.7% | +20.9% | -14.6% |
| All | -11.8% | -32.3% | +20.5% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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