+8,703.5%
TDG vs ACM
+230.8%
+8,472.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | -2.0% | -3.7% | +1.7% | -0.4% |
| 30D | -7.4% | -11.1% | +3.7% | -3.4% |
| 3M | -5.4% | -8.0% | +2.6% | -2.9% |
| 6M | -11.6% | -29.7% | +18.0% | +1.1% |
| YTD | -12.6% | -29.4% | +16.8% | -0.8% |
| 1Y | -9.3% | -46.4% | +37.1% | +15.3% |
| 3Y | +49.2% | -22.3% | +71.5% | +58.6% |
| 5Y | +132.1% | +4.5% | +127.7% | +117.0% |
| 10Y | +544.8% | +127.6% | +417.2% | +330.3% |
| All | +8,703.5% | +230.8% | +8,472.7% | +4,537.1% |
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