-63.4%
TTD vs ACGL
+19.1%
-82.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.3% |
| 7D | +21.3% | +2.2% | +19.1% | +20.9% |
| 30D | +28.7% | +12.3% | +16.4% | +26.9% |
| 3M | +7.7% | +11.8% | -4.1% | +6.1% |
| 6M | -23.5% | +17.5% | -40.9% | -23.0% |
| YTD | -58.7% | +14.3% | -73.0% | -59.2% |
| 1Y | -63.4% | +18.2% | -81.6% | -63.2% |
| All | -63.4% | +19.1% | -82.6% | -63.2% |
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