-72.2%
TTD vs ACGL
+4.8%
-77.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.6% | -4.5% |
| 7D | +6.3% | -0.7% | +7.1% | +6.3% |
| 30D | -23.9% | -1.0% | -22.9% | -24.0% |
| 3M | -31.4% | +11.0% | -42.4% | -28.5% |
| 6M | -42.7% | -0.3% | -42.3% | -42.9% |
| YTD | -62.0% | +2.3% | -64.3% | -61.7% |
| 1Y | -72.2% | +6.4% | -78.6% | -71.4% |
| All | -72.2% | +4.8% | -77.0% | -71.4% |
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