-83.3%
TTD vs ACGL
+31.5%
-114.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.1% |
| 7D | +5.2% | +0.9% | +4.3% | +5.1% |
| 30D | +6.9% | +13.7% | -6.8% | +6.2% |
| 3M | -26.8% | +8.0% | -34.9% | -27.2% |
| 6M | -46.1% | +13.3% | -59.4% | -46.3% |
| YTD | -65.9% | +11.8% | -77.8% | -66.1% |
| 1Y | -71.8% | +22.2% | -94.1% | -72.1% |
| 3Y | -83.3% | +32.5% | -115.8% | -83.1% |
| All | -83.3% | +31.5% | -114.8% | -83.1% |
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