-82.3%
TTD vs ACGL
+34.2%
-116.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.6% | -4.3% |
| 7D | +6.3% | -0.7% | +7.1% | +6.4% |
| 30D | -23.9% | -1.0% | -22.9% | -23.8% |
| 3M | -31.4% | +11.0% | -42.4% | -31.3% |
| 6M | -42.7% | -0.3% | -42.3% | -42.6% |
| YTD | -62.0% | +2.3% | -64.3% | -62.0% |
| 1Y | -72.2% | +6.4% | -78.6% | -72.3% |
| All | -82.3% | +34.2% | -116.5% | -83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling