-85.4%
TTD vs ACGL
+159.2%
-244.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.9% |
| 7D | +5.2% | +0.9% | +4.3% | +4.9% |
| 30D | +6.9% | +13.7% | -6.8% | +2.7% |
| 3M | -26.8% | +8.0% | -34.9% | -28.6% |
| 6M | -46.1% | +13.3% | -59.4% | -48.2% |
| YTD | -65.9% | +11.8% | -77.8% | -67.3% |
| 1Y | -71.8% | +22.2% | -94.1% | -73.8% |
| 3Y | -83.3% | +32.5% | -115.8% | -85.7% |
| All | -85.4% | +159.2% | -244.7% | -92.6% |
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