-63.8%
TTD vs ACGL
+21.3%
-85.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +20.8% | -1.4% | +22.2% | +20.9% |
| 30D | +33.8% | +12.4% | +21.5% | +32.0% |
| 3M | +17.8% | +11.1% | +6.7% | +16.2% |
| 6M | -25.7% | +16.3% | -42.1% | -25.4% |
| YTD | -57.9% | +13.8% | -71.7% | -58.4% |
| 1Y | -63.8% | +20.4% | -84.3% | -63.3% |
| All | -63.8% | +21.3% | -85.1% | -63.3% |
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 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