+227.2%
TDG vs ACI
+21.8%
+205.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.4% |
| 7D | -0.9% | -2.6% | +1.6% | -0.9% |
| 30D | -6.5% | +1.1% | -7.6% | -6.6% |
| 3M | -5.1% | -23.6% | +18.6% | -4.6% |
| 6M | -11.5% | -29.9% | +18.4% | -10.9% |
| YTD | -13.9% | -26.9% | +13.0% | -13.4% |
| 1Y | -11.5% | -34.2% | +22.8% | -10.7% |
| 3Y | +53.7% | -43.6% | +97.3% | +55.6% |
| 5Y | +135.5% | -42.4% | +177.9% | +137.2% |
| All | +227.2% | +21.8% | +205.4% | +246.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling