+9,121.9%
TDG vs ACM
+252.1%
+8,869.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | +1.7% | +5.6% | -3.9% | -0.7% |
| 30D | +9.7% | +20.8% | -11.1% | +1.2% |
| 3M | -2.3% | +11.4% | -13.7% | -7.2% |
| 6M | +1.3% | +0.9% | +0.4% | -0.5% |
| YTD | -8.5% | -24.8% | +16.4% | +0.9% |
| 1Y | -8.1% | -46.4% | +38.3% | +16.8% |
| 3Y | +43.4% | -9.2% | +52.6% | +42.2% |
| 5Y | +127.8% | +5.0% | +122.8% | +112.4% |
| 10Y | +554.4% | +130.6% | +423.8% | +333.2% |
| All | +9,121.9% | +252.1% | +8,869.8% | +4,618.3% |
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