-82.5%
TTD vs ACGL
+174.9%
-257.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +20.8% | -1.4% | +22.2% | +21.3% |
| 30D | +33.8% | +12.4% | +21.5% | +28.9% |
| 3M | +17.8% | +11.1% | +6.7% | +13.9% |
| 6M | -25.7% | +16.3% | -42.1% | -29.2% |
| YTD | -57.9% | +13.8% | -71.7% | -59.8% |
| 1Y | -63.8% | +20.4% | -84.3% | -66.2% |
| 3Y | -75.0% | +33.6% | -108.6% | -78.6% |
| 5Y | -82.5% | +176.8% | -259.4% | -91.6% |
| All | -82.5% | +174.9% | -257.5% | -91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling