+325.6%
TTD vs ACGL
+330.7%
-5.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | -1.9% | +6.4% | -8.3% | -4.6% |
| 30D | +7.5% | +16.6% | -9.1% | +0.3% |
| 3M | -32.4% | +11.6% | -44.0% | -35.6% |
| 6M | -47.9% | +17.5% | -65.4% | -51.6% |
| YTD | -66.3% | +15.3% | -81.5% | -68.6% |
| 1Y | -73.1% | +26.3% | -99.4% | -76.1% |
| 3Y | -83.8% | +35.9% | -119.7% | -86.7% |
| 5Y | -81.3% | +168.2% | -249.5% | -89.7% |
| 10Y | +436.7% | +352.0% | +84.7% | +92.4% |
| All | +325.6% | +330.7% | -5.1% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling