-72.2%
TTD vs ACI
-32.3%
-39.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | +6.3% | +0.2% | +6.2% | +6.3% |
| 30D | -23.9% | +5.9% | -29.8% | -24.2% |
| 3M | -31.4% | -19.8% | -11.6% | -32.4% |
| 6M | -42.7% | -24.7% | -17.9% | -43.7% |
| YTD | -62.0% | -24.4% | -37.6% | -62.6% |
| 1Y | -72.2% | -31.5% | -40.7% | -73.2% |
| All | -72.2% | -32.3% | -39.9% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling