-80.9%
TTD vs ACHR
-44.8%
-36.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.7% | +4.7% | +0.2% |
| 7D | -4.6% | -2.7% | -1.9% | -4.1% |
| 30D | +3.7% | -12.1% | +15.8% | +6.3% |
| 3M | -30.2% | +3.4% | -33.6% | -32.2% |
| 6M | -51.4% | -15.6% | -35.8% | -51.1% |
| YTD | -63.4% | -26.9% | -36.6% | -62.4% |
| 1Y | -73.5% | -34.8% | -38.8% | -72.5% |
| 3Y | -83.5% | -19.2% | -64.2% | -85.9% |
| 5Y | -80.9% | -43.8% | -37.2% | -86.8% |
| All | -80.9% | -44.8% | -36.1% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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