-82.5%
TTD vs ACHR
-19.0%
-63.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +3.0% |
| 7D | +20.8% | +18.0% | +2.8% | +16.5% |
| 30D | +33.8% | +3.6% | +30.2% | +32.5% |
| 3M | +17.8% | -28.4% | +46.3% | +25.6% |
| 6M | -25.7% | -25.7% | -0.1% | -23.2% |
| YTD | -57.9% | -35.4% | -22.5% | -55.8% |
| 1Y | -63.8% | -45.6% | -18.2% | -60.7% |
| 3Y | -75.0% | -2.2% | -72.8% | -80.2% |
| 5Y | -82.5% | -20.3% | -62.2% | -89.6% |
| All | -82.5% | -19.0% | -63.5% | -89.6% |
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