+508.5%
TTD vs ACGL
+324.4%
+184.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.2% |
| 7D | +21.3% | +2.2% | +19.1% | +20.2% |
| 30D | +28.7% | +12.3% | +16.4% | +22.3% |
| 3M | +7.7% | +11.8% | -4.1% | +2.4% |
| 6M | -23.5% | +17.5% | -40.9% | -28.8% |
| YTD | -58.7% | +14.3% | -73.0% | -61.4% |
| 1Y | -63.4% | +18.2% | -81.6% | -66.4% |
| 3Y | -75.3% | +33.2% | -108.4% | -79.5% |
| 5Y | -84.4% | +174.3% | -258.7% | -91.4% |
| All | +508.5% | +324.4% | +184.1% | +107.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling