-72.0%
TTD vs ACGL
+28.7%
-100.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.6% |
| 7D | +3.7% | +8.0% | -4.3% | +2.9% |
| 30D | +10.4% | +17.3% | -6.9% | +9.0% |
| 3M | -31.6% | +11.2% | -42.8% | -32.4% |
| 6M | -45.1% | +18.2% | -63.3% | -44.6% |
| YTD | -65.1% | +15.4% | -80.5% | -65.5% |
| 1Y | -72.0% | +26.5% | -98.5% | -70.6% |
| All | -72.0% | +28.7% | -100.7% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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